Order estimation for subspace methods

Authors:
Dietmar Bauer
Affiliations:
Institute f. Econometrics, Operations Research and System Theory TU Wien, Argentinierstr. 8, A-1040 Wien, Austria
Venue:
Automatica (Journal of IFAC)
Year:
2001

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Abstract

Three different order estimation criteria in the context of subspace algorithms are introduced and sufficient conditions for strong consistency are derived. A simulation study points to open questions.