Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 36th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2004, Hatoyama, Saitama)
Recursive Implementation of 4SID Prediction for Stochastic Time-varying Systems
Kentaro Kameyama, Akira Ohsumi
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2005 Volume 2005 Pages 96-101

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Abstract
In this paper, a recursion of the subspace prediction (SP) algorithm which has been derived recently by the authors is investigated for time-invariant/varing stochastic systems. The proposed algorithm is tested by simulation experiments.
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© 2005 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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