Range-space Hankel realization is total least squares, null-space realization is ordinary least squares, and a weighted least-squares refinement has the smallest asymptotic variance.
Effective construction of li near state- variable models from input/output functions,
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Range Space or Null Space: Least-Squares Methods for the Realization Problem
Range-space Hankel realization is total least squares, null-space realization is ordinary least squares, and a weighted least-squares refinement has the smallest asymptotic variance.