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eess.SY2025
Finite Sample Analysis of Subspace Identification for Stochastic Systems
Shuai Sun, Weikang Hu, Xu Wang
The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive…
eess.SY2024
Non-asymptotic Error Analysis of Subspace Identification for Deterministic Systems
Shuai Sun
The subspace identification method (SIM) has been extensively employed in the identification of discrete-time multiple-input multiple-output (MIMO) linear time-invariant (LTI) syst…
eess.SY2023★ 1 cited
Finite Sample Performance Analysis of MIMO Systems Identification
Shuai Sun, Jiayun Li, Yilin Mo
This paper is concerned with the finite sample identification performance of an n dimensional discrete-time Multiple-Input Multiple-Output (MIMO) Linear Time-Invariant system, with…