arxiveess.SY2026-07-19
A recursive subspace based method for errors-in-variables model identification of time-varying systems
Deepanjhan Das, Shankar Narasimhan
The Subspace-based Model Identification algorithm using a modified Iterative Principal Component Analysis (SMI-IPCA) is a theoretically rigorous method for identifying a linear state-space model of a multi-input multi-output (MIMO) process, in an errors-in-variables (EIV) setting…