Bayesian Subspace Identification in the MIMO Case

Fuente: arXiv
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Autore principale: Mesquita, Alexandre Rodrigues
Natura: Preprint
Pubblicazione: 2025
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author Mesquita, Alexandre Rodrigues
author_facet Mesquita, Alexandre Rodrigues
contents This report investigates the extension of the Bayesian Subspace System Identification method proposed in our previous work to the Multiple-Input Multiple-Output (MIMO) case. We derive new equivariant priors and posterior distributions specifically suited for the MIMO framework. Numerical results utilizing the DAISY dataset are reported to validate the approach.
format Preprint
id arxiv_https___arxiv_org_abs_2512_24435
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Bayesian Subspace Identification in the MIMO Case
Mesquita, Alexandre Rodrigues
Systems and Control
Applications
This report investigates the extension of the Bayesian Subspace System Identification method proposed in our previous work to the Multiple-Input Multiple-Output (MIMO) case. We derive new equivariant priors and posterior distributions specifically suited for the MIMO framework. Numerical results utilizing the DAISY dataset are reported to validate the approach.
title Bayesian Subspace Identification in the MIMO Case
topic Systems and Control
Applications
url https://arxiv.org/abs/2512.24435