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D. Bauer, M. Jansson:
"Analysis of the asymptotic properties of the MOESP type of subspace algorithms";
Automatica, 36 (2000), 497 - 509.

The MOESP type of subspace algorithms are used for the identification of linear, finite dimensional state-space systems. They are based on the geometric structure of covariance matrices and exploit the properties of the state vector intensively. In this paper the asymptotic properties of the algorithms are examined. The main results include consistency and asymptotic normality for the estimates of the system matrices, under suitable assumptions on the noise sequence,
the input process and the underlying true system.

Dieser Artikel behandelt die asymptotischen Eigenschaften (insebesondere Konsistenz und asymptotische Normalität)
von Schätzern von linearen, dynamischen endlichdimensionalen Systemen, welche mittels 'subspace' Algorithmen vom Typ MOESP erzielt werden. Besonderes Augenmerk wird auf die Spezifikation der Annahmen an das Rauschen, den Input-Prozeß und das wahre System gelegt.