### Resumé

Originalsprog | Dansk |
---|---|

Tidsskrift | Automatica |

Sider (fra-til) | 81-89 |

ISSN | 0005-1098 |

Status | Udgivet - 2001 |

### Citer dette

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**Consistency analysis of subspace identification methods based on a linear regression approach.** / Knudsen, Torben.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Formidling

TY - JOUR

T1 - Consistency analysis of subspace identification methods based on a linear regression approach

AU - Knudsen, Torben

PY - 2001

Y1 - 2001

N2 - In the literature results can be found which claim consistency for the subspace method under certain quite weak assumptions. Unfortunately, a new result gives a counter example showing inconsistency under these assumptions and then gives new more strict sufficient assumptions which however does not include important model structures as e.g. Box-Jenkins. Based on a simple least squares approach this paper shows the possible inconsistency under the weak assumptions and develops only slightly stricter assumptions sufficient for consistency and which includes any model structure

AB - In the literature results can be found which claim consistency for the subspace method under certain quite weak assumptions. Unfortunately, a new result gives a counter example showing inconsistency under these assumptions and then gives new more strict sufficient assumptions which however does not include important model structures as e.g. Box-Jenkins. Based on a simple least squares approach this paper shows the possible inconsistency under the weak assumptions and develops only slightly stricter assumptions sufficient for consistency and which includes any model structure

M3 - Tidsskriftartikel

SP - 81

EP - 89

JO - Automatica

JF - Automatica

SN - 0005-1098

ER -