W. Favoreel, V. Sima, S. Van Huffel, M. Verhaegen and B. De Moor

SLICOT Working Note 1998-6: October 1998.

This paper compares 3 commonly used subspace identification algorithms N4SID, MOESP and CVA, using their MATLAB implementation, in terms of prediction accuracy, simulation accuracy and computational efficiency. The comparison is made on the basis of 15 publicly available practical datasets to which the codes are applied.