DocumentCode
3126946
Title
Nonstationary consistency of covariance based subspace methods
Author
Benveniste, Albert ; Mevel, Laurent
Author_Institution
IRISA/INRIA, Campus de Beaulieu, 35042 Rennes cedex, France.email: albert.benveniste@inria.fr
fYear
2005
fDate
12-15 Dec. 2005
Firstpage
7096
Lastpage
7101
Abstract
In this paper we study nonstationary consistency of subspace methods for eigenstructure identification, i.e., the ability of subspace algorithms to converge to the true eigenstructure despite nonstationarities.
Keywords
Algorithm design and analysis; Convergence; Covariance matrix; H infinity control; Instruments; Linear systems; Poles and zeros; State estimation; Time varying systems; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN
0-7803-9567-0
Type
conf
DOI
10.1109/CDC.2005.1583305
Filename
1583305
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