论文标题
通过其他迭代改进线性状态空间模型
Improving Linear State-Space Models with Additional Iterations
论文作者
论文摘要
估计的状态空间模型可以通过使用估计数据进一步迭代来改善。该贡献专门研究如果通过随后的B，C和D矩阵（涉及线性估计问题）的重新估计来改善通过子空间估计获得的模型。进行了几项测试，这表明通常建议使用最大似然标准执行此类重新估计步骤。从MATLAB功能方面更简洁地说，STSS通常优于N4SID。
An estimated state-space model can possibly be improved by further iterations with estimation data. This contribution specifically studies if models obtained by subspace estimation can be improved by subsequent re-estimation of the B, C, and D matrices (which involves linear estimation problems). Several tests are performed, which shows that it is generally advisable to do such further re-estimation steps using the maximum likelihood criterion. Stated more succinctly in terms of MATLAB functions, ssest generally outperforms n4sid.
