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Choice of state-space basis in combined deterministic-stochastic subspace identification

โœ Scribed by Peter Van Overschee; Bart De Moor


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
680 KB
Volume
31
Category
Article
ISSN
0005-1098

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โœฆ Synopsis


paper describes how the state-space basis of models identified with subspace identification algorithms can be determined. It is shown that this basis is determined by the input spectrum and by user-defined input and output weightings. Through the connections between subspace identification and frequency-weighted balancing, the statespace basis of the subspace-identified models is shown to coincide with a frequency-weighted balanced basis.


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โœ Michel Verhaegen ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 1018 KB

The problem of Linear Multivariable State Space model identification from input-output data can under the presence of process-and measurement noise be solved in a non-iterative way when incorporating instrumental variables constructed from both input and output sequences in the recently developed cl