화학공학소재연구정보센터
Automatica, Vol.31, No.12, 1865-1875, 1995
Consistency and Relative Efficiency of Subspace Methods
We give a consistency proof for two subspace methods. We then show the asymptotic equivalence of a special subspace method and the initial estimate proposed by Hannan and Rissanen. Finally, a simulation study comparing two subspace methods and the maximum-likelihood method is performed.