Grant Agreement n. 224168 FP7-ICT-2007-2Grant Agreement • November 9th, 2010
Contract Type FiledNovember 9th, 2010where T˜ is an unknown transformation of full rank and E˜N is an unknown matrix due to noise. The model order is determined by studying the singular values for the extended observability matrix and keep the n most significant values. When the model order has been selected the estimate of Cˆ and Aˆ can be calculated from the extended observability matrix by solving a linear least square problem. The matrices Bˆ and Dˆ can then be found by solving a linear regression problem. [27], [26].