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Author Gustafsson, Tony
Source CiteSeerX
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Multivariable System Identification ♦ Example Vanoverschee ♦ Subspace-based Method ♦ Non-linear Search ♦ Subspace Method ♦ Subspace-based System Identification ♦ State-space Model ♦ Identification Algorithm ♦ Presented Framework ♦ Natural Choice ♦ Novel Instrumental Variable ♦ State-space System Identification ♦ Traditional Technique ♦ Input-output Measurement ♦ Introduction Subspace-based Method ♦ So-called Po-moesp Algorithm
Description : Subspace-based methods for state-space system identification have lately been suggested as an alternative to more traditional techniques for multivariable system identification. In this paper a novel instrumental variable (IV) approach to subspace-based system identification is presented. Consistency and choices of IVs are discussed. One result of the paper is that the so-called PO-MOESP algorithm can be derived within the presented framework, making use of a natural choice of IVs. Keywords: Subspace methods, Identification algorithms, Consistency 1. INTRODUCTION Subspace-based methods for state-space system identification (4SID) have lately been suggested as an alternative to more traditional techniques for multivariable system identification, see for example VanOverschee (1995); Viberg (1995). The 4SID methods are attractive since they estimate a state-space model directly from input-output measurements, without any non-linear searches. Although 4SID methods have been studied for a...
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 1997-01-01
Publisher Institution Methods, 11th IFAC Symposium on System Identification