The statistical theory of linear systems
The statistical theory of linear systems
Automatica (Journal of IFAC) - Special section on fault detection, supervision and safety for technical processes
Automatica (Journal of IFAC) - Special issue on statistical signal processing and control
N4SID: subspace algorithms for the identification of combined deterministic-stochastic systems
Automatica (Journal of IFAC) - Special issue on statistical signal processing and control
Subspace-based methods for the identification of linear time-invariant systems
Automatica (Journal of IFAC) - Special issue on trends in system identification
Consistency and relative efficiency of subspace methods
Automatica (Journal of IFAC) - Special issue on trends in system identification
Stochastic realization with exogenous inputs and “subspace-methods” identification
Signal Processing - Special issue: subspace methods, part II: system identification
Statistical analysis of novel subspace identification methods
Signal Processing - Special issue: subspace methods, part II: system identification
Realization of stable models with subspace methods
Automatica (Journal of IFAC)
Subspace algorithms for the identification of multivarible dynamic errors-in-variables models
Automatica (Journal of IFAC)
System identification (2nd ed.): theory for the user
System identification (2nd ed.): theory for the user
Experimental evidence showing that stochastic subspace identification methods may fail
Systems & Control Letters
On Consistency of Subspace Methods for System Identification
Automatica (Journal of IFAC)
Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms
Automatica (Journal of IFAC)
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
Automatica (Journal of IFAC)
Order estimation for subspace methods
Automatica (Journal of IFAC)
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
Automatica (Journal of IFAC)
Brief Consistency analysis of subspace identification methods based on a linear regression approach
Automatica (Journal of IFAC)
Subspace identification by data orthogonalization and model decoupling
Automatica (Journal of IFAC)
Consistency analysis of some closed-loop subspace identification methods
Automatica (Journal of IFAC)
Numerical conditioning and asymptotic variance of subspace estimates
Automatica (Journal of IFAC)
On the ill-conditioning of subspace identification with inputs
Automatica (Journal of IFAC)
The role of vector autoregressive modeling in predictor-based subspace identification
Automatica (Journal of IFAC)
IEEE Transactions on Pattern Analysis and Machine Intelligence
Sparse gene regulatory network identification
KDECB'06 Proceedings of the 1st international conference on Knowledge discovery and emergent complexity in bioinformatics
Brief paper: Consistency of subspace methods for signals with almost-periodic components
Automatica (Journal of IFAC)
A novel subspace identification approach with enforced causal models
Automatica (Journal of IFAC)
Subspace-based fault detection robust to changes in the noise covariances
Automatica (Journal of IFAC)
| Hi-index | 22.15 |
Since the proposal of subspace methods in the 1980s and early 1990s substantial efforts have been made in the analysis of the statistical properties of the algorithms. This paper surveys the literature on the asymptotic properties of particular subspace methods used for linear, dynamic, time invariant, discrete time systems. The goals of this paper are threefold: First this survey tries to present the most relevant results on the asymptotic properties of estimators obtained using subspace methods. Secondly the main methods and tools that have been used in the derivation of these results are presented to make the literature more accessible. Thirdly main unsolved questions and rewarding research topics are identified some of which can be attacked using the toolbox discussed in the paper.