Abstract
This note provides an instrumental-variable nuclear-norm subspace identification (IV-N2SID) method for the identification of state-space models with measurement noise. The key difference of the proposed method against the classical N2SID method is that the measurement-noise influence is suppressed by the IV technique rather than the regularization scheme for which the regularization parameter is usually difficult to tune.
| Original language | English |
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| Title of host publication | Proceedings of the 2017 Symposium on Information Theory and Signal Processing in the Benelux |
| Editors | Richard Heusdens, Jos H. Weber |
| Pages | 257-259 |
| ISBN (Electronic) | 978-94-6186-811-4 |
| Publication status | Published - 2017 |
| Event | 2017 Symposium on Information Theory and Signal Processing in the Benelux: WIC/SP 2017 - Tu Delft Science Centre, Delft, Netherlands Duration: 11 May 2017 → 12 Dec 2017 Conference number: 38 http://cas.tudelft.nl/sitb2017/ |
Conference
| Conference | 2017 Symposium on Information Theory and Signal Processing in the Benelux |
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| Country/Territory | Netherlands |
| City | Delft |
| Period | 11/05/17 → 12/12/17 |
| Internet address |