
doi: 10.4173/mic.2022.4.1
An open and closed loop subspace system identification algorithm DSRe is compared to competitive open loop algorithms, DSR, and N4SID. Additionally, DSRe is compared vs the optimal Prediction Error Method (PEM). Monte Carlo simulations with discrete random state space models are used for testing the subspace identification algorithms in the numerical simulation section.
monte carlo, Electronic computers. Computer science, stochastic systems, subspace methods, QA75.5-76.95, system identification
monte carlo, Electronic computers. Computer science, stochastic systems, subspace methods, QA75.5-76.95, system identification
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