considered. In subspace methods, for example, the truncation indices and the weighting matrices have to be chosen by the user. In this contribution the effect of such choices on the asymptotic properties of the estimates is analyzed.
In this paper certain subspace methods for the identification of linear systems are considered. In subspace methods, for example, the truncation indices and the weighting matrices have to be chosen by the user. In this contribution the effect of such choices on the asymptotic properties of the estimates is analyzed.