Title :
Convergence rates for eigenstructure identification using subspace methods
Author :
Benveniste, Albert ; Basseville, Michèle ; Mével, Laurent
Author_Institution :
IRISA, Rennes, France
Abstract :
We apply the general results of a companion paper (Benveniste and Deylon (2000) on the relationship between identification and local tests, to the estimation of convergence rates for MIMO system eigenstructure identification using subspace algorithms. We provide a new and practical estimator for such convergence rates
Keywords :
MIMO systems; convergence; eigenvalues and eigenfunctions; identification; convergence rates; eigenstructure identification; subspace methods; Change detection algorithms; Condition monitoring; Convergence; Covariance matrix; MIMO; Parameter estimation; State estimation; Statistical analysis; Statistics; System testing;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912080
