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Residual Models and...
Residual Models and Stochastic Realization in State-Space System Identification
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- Johansson, Rolf (författare)
- Lund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH
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Chou, C. T. (författare)
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Verhaegen, Michel (författare)
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- Robertsson, Anders (författare)
- Lund University,Lunds universitet,Institutionen för reglerteknik,Institutioner vid LTH,Lunds Tekniska Högskola,Department of Automatic Control,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 1998
- 1998
- Engelska.
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Ingår i: Proceedings of the 37th IEEE Conference on Decision and Control.
- Relaterad länk:
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http://dx.doi.org/10...
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https://lup.lub.lu.s...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- This paper presents theory and algorithms for validation in system identification of state-space models from finite input-output sequences in a subspace model identification framework. Similar to the case of prediction-error identification, it is shown that the resulting model can be decomposed into an input-output model and a stochastic innovations model. Using the Riccati equation, we have designed a procedure to provide a reduced-order stochastic model that is minimal with respect to system order as well as the number of stochastic inputs thereby avoiding several problems appearing in standard application of stochastic realization to the model validation problem.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- residual models
- stochastic realization
- state-space system identification
- finite input-output sequences
- I/O sequences
- subspace model identification
- model decomposition
- stochastic innovations model
- Riccati equation
- reduced-order stochastic
Publikations- och innehållstyp
- kon (ämneskategori)
- ref (ämneskategori)