6. Glossary

Singular values decomposition; Décomposition par valeurs singulières

Factorization of an m × n matrix M into the form

M = U S V^{T}

^( 121 )

where $U$ is a unit matrix of dimension m × m, $S$ is a matrix of dimension m × n whose diagonal coefficients are positive or zero real numbers (the singular values)...

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Bibliography

(1) - LJUNG (L.) - System identification : theory for the user. - second edition. Prentice Hall (1999).
(2) - MOONEN (M.), et al - On and Off line identifications of linear state space models. - In : International Journal of Control 49.1,...

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