A recursive extension of the SMI-IPCA algorithm that updates state-space model, model order, and input/output noise variances online in the errors-in-variables setting.
Recursive Subspace Identification of Lin- ear and Non-linear Wiener State-Space Models.Automatica2000
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A recursive subspace based method for errors-in-variables model identification of time-varying systems
A recursive extension of the SMI-IPCA algorithm that updates state-space model, model order, and input/output noise variances online in the errors-in-variables setting.