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Performance of Subs...
Performance of Subspace-Based System Identification Methods
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- Viberg, Mats (author)
- Department of Applied Electronics, Chalmers University of Technology, Gothenburg, Sweden
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- Ottersten, Björn, 1961- (author)
- KTH,Signaler, sensorer och system
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- Wahlberg, Bo (author)
- KTH,Skolan för elektro- och systemteknik (EES)
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- Ljung, Lennart (author)
- Dep. of Electrical Engineering SE-581 83, Linköpings Universitet Sweden
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(creator_code:org_t)
- 1993
- 1993
- English.
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In: Proc. IFAC 93.
- Related links:
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https://urn.kb.se/re...
Abstract
Subject headings
Close
- Traditional prediction-error techniques for multivariable system identification require canonical descriptions using a large number of parameters. This problem can be avoided using subspace based methods, since these estimate a state-space model directly from the data. The main computations consist of a QR-decomposition and a singular-value decomposition. Herein, a subspace based technique for identifying general finite-dimensional linear systems is presented and analyzed. The technique applies to general noise covariance structures. Explicit formulas for the asymptotic pole estimation error variances are given. The proposed method is found to perform comparable to a prediction error method in a simple example.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Telekommunikation (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Telecommunications (hsv//eng)
Keyword
- Linear systems
- system identification
- instrumental variable methods
Publication and Content Type
- ref (subject category)
- kon (subject category)
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