Consistency analysis of some closed-loop subspace identification methods

Optimal Filtering

Brian D. O. Anderson, J.B. Moore, Mansour Eslami · IEEE Transactions on Systems Man and Cybernetics · 1982 · 3.2K citations

N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems

Peter Van Overschee, Bart De Moor · Automatica · 1994 · 2K citations

Engineering, Computer Science, Mathematics +13

The Statistical Theory of Linear Systems

Jonathan D. Cryer, E. J. Hannan, Manfred Deistler · Technometrics · 1990 · 766 citations

Natural Sciences, Mathematics, Systems Engineering +15

The Statistical Theory of Linear Systems.

Howell Tong, E. J. Hannan, Manfred Deistler · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1989 · 520 citations

Natural Sciences, Mathematics, Statistical Modeling +9

Subspace algorithms for the stochastic identification problem

Peter Van Overschee, Bart De Moor · 2002 · 421 citations

Engineering, Computer Science, Electrical Engineering +13