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CDC
2008
IEEE

Subspace identification using predictor estimation via Gaussian regression

10 years 3 months ago
Subspace identification using predictor estimation via Gaussian regression
In this paper we propose a new nonparametric approach to identification of linear time invariant systems using subspace methods. The nonparametric paradigm to prediction of stationary stochastic processes, developed in a companion paper, is integrated into a recently proposed subspace method. Simulation results show that this approach significantly improves over standard subspace methods when using small sample sizes. In particular, the new approach facilitates significantly the order selection step.
Alessandro Chiuso, Gianluigi Pillonetto, Giuseppe
Added 12 Oct 2010
Updated 12 Oct 2010
Type Conference
Year 2008
Where CDC
Authors Alessandro Chiuso, Gianluigi Pillonetto, Giuseppe De Nicolao
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