On the Riccati difference equation for stochastic realization-Reference-Cited by-同舟云学术

On the Riccati difference equation for stochastic realization

Published:2009-05-05 Issue:0 Volume:2009 Page:30-35
ISSN:2188-4730
Container-title:Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
language:en
Short-container-title:Stochastic Systems Theory and its Applications (SSS)

Author:

Tanaka Hideyuki¹

Affiliation:

1. Department of Applied Mathematics and Physics Graduate School of Informatics, Kyoto University

Publisher

The Institute of Systems, Control and Information Engineers

Subject

General Medicine

Link

https://www.jstage.jst.go.jp/article/sss/2009/0/2009_30/_pdf

Reference13 articles.

1. [1] P. L. Faune: Stochastic realization algorithms. In R. K. Mehra and D. G. Lainiotis, editors, System Identification: Advances and Case Studies, pages 1-25. Academic Press, 1976.

2. [3] P. Van Overschee and B. De Moor: Subspace algorithms for the stochastic identification problem. Automatica, 29(3):649-660, 1993.

3. [4] P. Van Overschee and B. De Moor: Subspace Identification for Linear Systems. Kluwer Academic Pub., 1996.

4. [5] P. Van Overschee and B. De Moor: N4SID: subspace algorithms for the identification of combined deterministic-stochastic systems. Automatica, 30(1): 75-93, 1994.

5. [6] A. Chiuso and G. Picci: Consistency analysis of some closed-loop subspace identification methods. Automatica, 41(3):377-391, 2005.

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