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Experimental Evidence Showing That Stochastic Subspace Identification Methods May Fail by Anders Dahlén; Anders Lindquist; Jorge Mari is a Engineering article available to read on EtoBox.

What is Experimental Evidence Showing That Stochastic Subspace Identification Methods May Fail about?

It is known that certain popular stochastic subspace identiÿcation methods may fail for theoretical reasons related to positive realness. In fact, these algorithms are implicitly based on the assumption that the positive and algebraic degrees of a certain estimated covariance sequence coincide. In this paper, we describe how to generate data with the property that this condition is not satisÿed. Using these data we show through simulations that several subspace identiÿcation algorithms exhibit massive failure.

Who reads Experimental Evidence Showing That Stochastic Subspace Identification Methods May Fail?

Author

Anders Dahlén; Anders Lindquist; Jorge Mari

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6911)

Published

1998

Language

EN

Field

Engineering (Physical Sciences)