Knudsen, Torben

English

In the literature results can be found which claim consistency for the subspace method under certain quite weak assumptions. Unfortunately, a new result gives a counter example showing inconsistency under these assumptions and then gives new more strict sufficient assumptions which however does not include important model structures as e.g. Box-Jenkins. Based on a simple least squares approach this paper shows the possible inconsistency under the weak assumptions and develops only slightly stricter assumptions sufficient for consistency and which includes any model structur

Consistency analysis of subspace identification methods based on a linear regression approach

https://vbn.aau.dk/ws/files/56661796/Knudsen2001.pdf

Consistency analysis of subspace identification methods based on a linear regression approach

Abstract

Similar works

Full text

Available Versions

VBN