Consistency and relative efficiency of subspace methods
M Deistler, K Peternell, W Scherrer - Automatica, 1995 - Elsevier
We give a consistency proof for two subspace methods. We then show the asymptotic
equivalence of a special subspace method and the initial estimate proposed by Hannan and
Rissanen. Finally, a simulation study comparing two subspace methods and the maximum-
likelihood method is performed.
equivalence of a special subspace method and the initial estimate proposed by Hannan and
Rissanen. Finally, a simulation study comparing two subspace methods and the maximum-
likelihood method is performed.
Consistency and relative efficiency of subspace methods
M Deistler, K Peternell, W Scherrer - IFAC Proceedings Volumes, 1994 - Elsevier
The paper consists of three parts. In part one we give a consistency proof for subspace
methods, in part two we show the asymptotic equivalence of a special subspace method and
the initial estimate proposed by Hannan and Rissanen. In part three a simulation study
comparing two subspace methods and the maximum likelihood method is performed.
methods, in part two we show the asymptotic equivalence of a special subspace method and
the initial estimate proposed by Hannan and Rissanen. In part three a simulation study
comparing two subspace methods and the maximum likelihood method is performed.
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