P
Peter Van Overschee
Researcher at Katholieke Universiteit Leuven
Publications - 26
Citations - 7500
Peter Van Overschee is an academic researcher from Katholieke Universiteit Leuven. The author has contributed to research in topics: Subspace topology & System identification. The author has an hindex of 16, co-authored 26 publications receiving 6992 citations. Previous affiliations of Peter Van Overschee include National Fund for Scientific Research.
Papers
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Book
Subspace Identification for Linear Systems: Theory - Implementation - Applications
Peter Van Overschee,Bart De Moor +1 more
TL;DR: This book focuses on the theory, implementation and applications of subspace identification algorithms for linear time-invariant finitedimensional dynamical systems, which allow for a fast, straightforward and accurate determination of linear multivariable models from measured inputoutput data.
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N4SID: subspace algorithms for the identification of combined deterministic-stochastic systems
TL;DR: Two new N4SID algorithms to identify mixed deterministic-stochastic systems are derived and these new algorithms are compared with existing subspace algorithms in theory and in practice.
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Subspace algorithms for the stochastic identification problem
Peter Van Overschee,Bart De Moor +1 more
TL;DR: A new subspace algorithm is derived to consistently identify stochastic state space models from given output data without forming the covariance matrix and using only semi-infinite block Hankel matrices.
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A unifying theorem for three subspace system identification algorithms
Peter Van Overschee,Bart De Moor +1 more
TL;DR: It is shown that all three algorithms are special cases of one unifying theorem and that the weighting matrix, used to calculate a basis for the column space of the observability matrix is different in the three cases.