Subspace Identification: Reducing Uncertainty on the Stochastic Part

Publikation: Working paper/PreprintWorking paperForskning

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Abstract

Subspace identification algorithms are user friendly, numerical fast and stable and they provide a good consistent estimate of the deterministic part of a system. The weak point is the stochastic part. The uncertainty on this part is discussed below and methods to reduce it is derived.
OriginalsprogDansk
StatusUdgivet - 2001

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