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Weighting Matrices In Subspace Algorithms

In this paper we deal with the estimation of linear, time invariant, discrete time systems using so called subspace algorithms. The asymptotic distribution of the estimates is given for the case, when the subspace algorithm is performed using rather general weighting matrices. This result is an extension of the result obtained in 1]. The presented theory is complemented with a comparison of the asymptotic variance for two diierent weighting matrices and with a simulation study corresponding to the small sample properties.