A unifying theorem for three subspace system identification algorithms
Automatica (Journal of IFAC) - Special issue on trends in system identification
Robust maximum-likelihood estimation of multivariable dynamic systems
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
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The problem of estimating parameter of LTI state-space system is addressed in this paper. A modified nonlinear least square(NNLS) method is proposed to the optimization of output error cost function. The nonuniqueness of the fully parameterized state-space is considered and the parameter update is restricted to the directions that change the input-output behavior of the system. Simulation studies show the improved performance of the proposed method.