Since the proposal of subspace methods in the 1980s and early 1990s substantial efforts
have been made in the analysis of the statistical properties of the algorithms. This paper …

This paper deals with the CCA subspace algorithm proposed in Larimore [Proceeding of
1983 American Control Conference (1983) pp. 445–451], which constitutes an alternative to …

Explicit formulae of dominant parts of the estimation errors of plant A matrix in PI-MOESP,
PO-MOESP, and one of N4SID methods are derived based on a proposing lemma on …

This paper proposes a consistent estimates of the Kalman gain and the covariance of the
innovations in the framework of subspace identification. The estimates of the system …

Explicit formulation of dominant parts of the estimation errors of system matrices in PO-
MOESP method and a robust N4SID like method are derived based on a proposing lemma …

Explicit formulation of dominant parts of the estimation errors of A and C matrices in shift
invariance approach and state approach are derived based on a proposing lemma on …

Explicit formulae of dominant parts of the estimation errors of A and C matrices in PO-
MOESP are derived based on a proposing lemma on perturbations to the singular …

Precision of the estimated plant model is often the main interest of system identification. In
order to take the predictable part of the noise into account, the noise model is estimated …

This paper proposes a numerical solution of the consistent estimates of Kalman gain and the
covariance of the innovations process in the innovations model. The estimates are given as …

On a New Approach to Cointegration – The State-Space Error Correction Model Page 1 On a
New Approach to Cointegration – The State-Space Error Correction Model Thomas Ribarits† …