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On Data Preprocessing for Subspace Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2000 (English)Report (Other academic)
Abstract [en]

In modern data analysis often the first step is to perform some data preprocessing, e.g. detrending or elimination of periodic components of known period length. This is normally done using least squares regression. Only afterwards black box models are estimated using either pseudo-maximum-likelihood methods, prediction error methods or subspace algorithms. In this paper it is shown, that for subspace methods this is essentially the same as including the corresponding input variables, e.g. a constant or a trend or a periodic component, as additional input variables. Here essentially means, that the estimates only dier through the choice of initial values.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2000. , 8 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2265
Keyword [en]
Subspace algorithms, Linear systems, Estimation, Identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55676ISRN: LiTH-ISY-R-2265OAI: oai:DiVA.org:liu-55676DiVA: diva2:316392
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-07-31Bibliographically approved

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Automatic ControlThe Institute of Technology
Control Engineering

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf