Sökning: onr:"swepub:oai:DiVA.org:kth-55433" >
A statistical persp...
A statistical perspective on state-space modeling using subspace methods
-
- Viberg, Mats (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
- Ottersten, Björn, 1961- (författare)
- Linköpings universitet,KTH,Signalbehandling,Signal Processing,Reglerteknik,Tekniska högskolan
-
- Wahlberg, Bo, 1959- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
visa fler...
-
- Ljung, Lennart, 1946- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
visa färre...
-
(creator_code:org_t)
- Linköping : Linköping University, 1991
- 1991
- Engelska.
-
Serie: LiTH-ISY-I ; 1269
-
Ingår i: Proceedings of the 30th IEEE Conference on Decision and Control. - Linköping : Linköping University. - 0780304500 ; , s. 1337-1342
- Relaterad länk:
-
http://www.scopus.co...
-
visa fler...
-
http://urn.kb.se/res...
-
https://urn.kb.se/re...
-
https://doi.org/10.1...
-
https://urn.kb.se/re...
-
https://urn.kb.se/re...
-
visa färre...
Abstract
Ämnesord
Stäng
- The authors investigate aspects of subspace-based state-space identification techniques from a statistical perspective. They concentrate their efforts on a simple approach which is based on finding the range-space of the observability matrix of a state-space representation. The system description is then found using the shift-invariance property of the observability matrix. It is shown that this results in a consistent system description for multivariable output-error models if the measurement noise is white in time and independent from output to output. The asymptotic covariance of the estimated poles of the system is also derived. In the test case studied, the subspace technique performs comparably with the statistically efficient PE (prediction error) method, whereas the IV (instrumental variable) method does notably worse. Hence, the subspace technique may be a strong candidate for determining initial values for the optimization in the efficient PE method.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Estimation
- Matrix algebra
- Optimization
- Poles and zeros
- State space methods
- Asymptotic covariance
- Observability matrix
- State space identifcation
- Identification (control systems)
- Automatic control
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
Hitta via bibliotek
Till lärosätets databas