DocumentCode
1631365
Title
Recursive canonical variate subspace algorithm
Author
Delgado, Catarina J M ; Santos, P.L.D.
Author_Institution
Faculdade de Economia do Porto, Portugal
Volume
3
fYear
2004
Firstpage
2566
Abstract
In this paper, a recursive algorithm is presented, based on the CVA subspace identification algorithm. The main idea was to explore the relations between the orthogonal and oblique projections involved and to provide simpler expressions that allowed a recursive version of the algorithm - guaranteeing most of the advantages of this kind of methods, and still improving the numerical efficiency.
Keywords
linear systems; matrix decomposition; recursive estimation; state-space methods; CVA subspace identification algorithm; linear system identification; oblique projection; orthogonal projection; recursive canonical variate subspace algorithm; state-space models;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE 2004 Annual Conference
Conference_Location
Sapporo
Print_ISBN
4-907764-22-7
Type
conf
Filename
1491883
Link To Document