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Journal ArticleDOI

Subspace algorithms for the stochastic identification problem

Peter Van Overschee, +1 more
- 20 May 1993 - 
- Vol. 29, Iss: 3, pp 649-660
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TLDR
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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This article is published in Automatica.The article was published on 1993-05-20. It has received 480 citations till now. The article focuses on the topics: Singular value decomposition & Hankel matrix.

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Citations
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Journal ArticleDOI

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.
Book

Inference in Hidden Markov Models

TL;DR: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory, and builds on recent developments to present a self-contained view.
Journal ArticleDOI

Machine Recognition of Human Activities: A Survey

TL;DR: A comprehensive survey of efforts in the past couple of decades to address the problems of representation, recognition, and learning of human activities from video and related applications is presented.
Journal ArticleDOI

Reference-based stochastic subspace identification for output-only modal analysis

TL;DR: In this paper, a novel approach of stochastic subspace identification is presented that incorporates the idea of the reference sensors already in the identification step: the row space of future outputs is projected into the rowspace of past reference outputs.
Journal ArticleDOI

Dynamic Textures

TL;DR: A characterization of dynamic textures that poses the problems of modeling, learning, recognizing and synthesizing dynamic textures on a firm analytical footing and experimental evidence that, within the framework, even low-dimensional models can capture very complex visual phenomena is presented.
References
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Book

System Identification: Theory for the User

Lennart Ljung
TL;DR: Das Buch behandelt die Systemidentifizierung in dem theoretischen Bereich, der direkte Auswirkungen auf Verstaendnis and praktische Anwendung der verschiedenen Verfahren zur IdentifIZierung hat.
Book ChapterDOI

Relations Between Two Sets of Variates

TL;DR: The concept of correlation and regression may be applied not only to ordinary one-dimensional variates but also to variates of two or more dimensions as discussed by the authors, where the correlation of the horizontal components is ordinarily discussed, whereas the complex consisting of horizontal and vertical deviations may be even more interesting.
Proceedings ArticleDOI

Canonical variate analysis in identification, filtering, and adaptive control

TL;DR: The canonical variate analysis (CVA) approach as discussed by the authors is an approach for system identification, filtering, and adaptive control that is characterized by a generalized singular value decomposition (SVD).
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