Covariance Matching

  • Torsten Söderström
Part of the Communications and Control Engineering book series (CCE)


The chapter treats the method of covariance matching (CM). It is based on an optimization over higher dimension than GIVE, but results also in considerably more accurate parameter estimates. It is also described how the principle of factor analysis can be applied to dynamic systems, leading to essentially a covariance matching method.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Division of Systems and Control, Department of Information TechnologyUppsala UniversityUppsalaSweden

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