In this paper, two approaches, for the estimation of matrices A and C in CV A-type subspace identification algorithms are compared and the differences between the two obtained estimates are analysed. One of the methods, "least squares" based, was proposed in the original CVA algorithm. The other method, inspired in the techniques of the classical Realization Theory and proposed by Verhaegen, is far more efficient. Therefore, although the two methods produce two different estimates, a replacement is proposed and an expression for correction of the estimates is obtained, in order to reduce the loss of accuracy.
CITATION STYLE
DELGADO, C. J. M., & LOPES DOS SANTOS, P. (2004). NEW APPROACH TO THE ESTIMATION OF MATRICES A AND C IN CVA SUBSPACE IDENTIFICATION ALGORITHMS (pp. 69–78). World Scientific Pub Co Pte Lt. https://doi.org/10.1142/9789812702289_0008
Mendeley helps you to discover research relevant for your work.