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TSP
2008
121views more  TSP 2008»
11 years 11 months ago
Stochastic Analysis of the LMS Algorithm for System Identification With Subspace Inputs
This paper studies the behavior of the low-rank least mean squares (LMS) adaptive algorithm for the general case in which the input transformation may not capture the exact input s...
Neil J. Bershad, José Carlos M. Bermudez, J...
AUTOMATICA
2006
109views more  AUTOMATICA 2006»
11 years 11 months ago
Closed-loop subspace identification using the parity space
It is known that many subspace algorithms give biased estimates for closed-loop data due to the existence of feedback. In this paper we present a new subspace identification metho...
Jin Wang, S. Joe Qin
AUTOMATICA
2005
82views more  AUTOMATICA 2005»
11 years 11 months ago
Consistency analysis of some closed-loop subspace identification methods
We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms een as implementations of an abstract state-...
Alessandro Chiuso, Giorgio Picci
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