| Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2017: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2016: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Outline of Final Research Achievements |
Magnitude of the estimation error of the system matrices in subspace identification methods are considered. First, an explicit formulation of the estimation error in PO-MOESP methods are derived. This enables us to evaluate the covariance of the estimate. However, Kalman gain and the covariance of the innovations process are required for the covariance of of the estimate. As far as the author's knowledge, there are no consistent estimates of them. The problem of estimating them is formulated by using linear matrix inequality and the consistent estimates are obtained.
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