Stochastic subspace realization in matlab

The following Matlab project contains the source code and Matlab examples used for stochastic subspace realization. This code provides a tool to identify a state space model from stochastic signals using a subspace approach.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1306
stochreal.m 2445