Some algorithmic aspects of subspace identificationwith inputs

Alessandro Chiuso; Giorgio Picci

International Journal of Applied Mathematics and Computer Science (2001)

  • Volume: 11, Issue: 1, page 55-75
  • ISSN: 1641-876X

Abstract

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It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases andor to implement a suitable combination of new and old algorithms presented in the literature to help fixing the problem.

How to cite

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Chiuso, Alessandro, and Picci, Giorgio. "Some algorithmic aspects of subspace identificationwith inputs." International Journal of Applied Mathematics and Computer Science 11.1 (2001): 55-75. <http://eudml.org/doc/207505>.

@article{Chiuso2001,
abstract = {It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases andor to implement a suitable combination of new and old algorithms presented in the literature to help fixing the problem.},
author = {Chiuso, Alessandro, Picci, Giorgio},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {ill-conditioning; multivariable systems; identification with inputs; subspace identification; Kalman gain estimation; identification; state space models; orthogonal decomposition; observability matrix},
language = {eng},
number = {1},
pages = {55-75},
title = {Some algorithmic aspects of subspace identificationwith inputs},
url = {http://eudml.org/doc/207505},
volume = {11},
year = {2001},
}

TY - JOUR
AU - Chiuso, Alessandro
AU - Picci, Giorgio
TI - Some algorithmic aspects of subspace identificationwith inputs
JO - International Journal of Applied Mathematics and Computer Science
PY - 2001
VL - 11
IS - 1
SP - 55
EP - 75
AB - It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases andor to implement a suitable combination of new and old algorithms presented in the literature to help fixing the problem.
LA - eng
KW - ill-conditioning; multivariable systems; identification with inputs; subspace identification; Kalman gain estimation; identification; state space models; orthogonal decomposition; observability matrix
UR - http://eudml.org/doc/207505
ER -

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