Order Estimation of multidimensional state space models
abstract This post presents a method to identify the order of linear multidimensional (nD) systems based on rank conditions of a recursive hankel matrix. A recursive hankel matrix is a generalization of a classical hankel matrix for multidimensional systems. The estimation method is based on the intersection algorithm for one-dimensional systems. At the basis of this algorithm lies the intersection between past and future data. This subspace contains the information of the sate sequence....