Handling Certain Structure Information in Subspace Identification
نویسندگان
چکیده
منابع مشابه
Handling Certain Structure Information in Subspace Identification, Report no. LiTH-ISY-R-2890
The prediction-error approach to parameter estimation of linear models often involves solving a non-convex optimization problem. In some cases, it is therefore difficult to guarantee that the global optimum will be found. A common way to handle this problem is to find an initial estimate, hopefully lying in the region of attraction of the global optimum, using some other method. The prediction-...
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We give a general overview of the state-of-the-art in subspace system identification methods. We have restricted ourselves to the most important ideas and developments since the methods appeared in the late eighties. First, the basis of linear subspace identification are summarized. Different algorithms one finds in literature (Such as N4SID, MOESP, CVA) are discussed and put into a unifyin...
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Subspace identification for closed loop systems has been recently studied by several authors. Even though results are available which allows to compute the asymptotic variance of the estimated parameters for several algorithms, less clear is the situation as to relative performance is concerned. In this paper we partly answer this last question showing that the SSARX algorithm introduced by Jan...
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This document presents the symbols used in our paper. The symbols are divided into groups according to the sections that follow. Section A.2 presents the spaces. Sections A.3 and A.4 present the notational convention for elements and operations from geometric algebra and statistics, respectively. The convention for elements and operations from set theory is presented in Section A.5. Well known ...
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Modelling multiple-input multiple-output petrochemical industrial dynamic systems is a complex task. Empirical models, based on linear state-space dynamic models often provide a sufficient degree of approximation in a statistically efficient way (i.e. with a small number of parameters). The use of subspace identification methods (SIM) proved to be an useful tool to estimate state-space model pa...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2009
ISSN: 1474-6670
DOI: 10.3182/20090706-3-fr-2004.00014