In this paper, a new approach to estimate matrices B and D, in subspace methods, is provided. The starting point was one method proposed by Van Overschee and De Moor (1996). We have derived new (and simpler) expressions and we found that the original method can be rewritten as a weighted least squares problem, involving the future outputs and inputs and the observability matrix.
CITATION STYLE
Delgado, C. J. M., & Lopes Dos Santos, P. (2004). Robust MOESP type algorithm with improved efficiency on the estimation of input matrices. In Proceedings of the SICE Annual Conference (pp. 1505–1510).
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