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...
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...
We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms een as implementations of an abstract state-...