SUBSPACE IDENTIFICATION - REDUCING UNCERTAINTY ON THE STOCHASTIC PART
نویسندگان
چکیده
منابع مشابه
Subspace Identification - Reducing Uncertainty on the Stochastic Part
Subspace identification algorithms are user friendly, numerical fast and stable and they provide a good consistent estimate of the deterministic part of a system. The weak point is the stochastic part. The uncertainty on this part is discussed below and methods to reduce it is derived.
متن کاملSUBSPACE IDENTIFICATION - REDUCING UNCERTAINTY ON THE STOCHASTIC PART Torben
Subspace identification algorithms are user friendly, numerical fast and stable and they provide a good consistent estimate of the deterministic part of a system. The weak point is the stochastic part. The uncertainty on this part is discussed below and methods to reduce it is derived.
متن کاملUncertainty Quantification for Stochastic Subspace Identification of Multi-Setup Measurements
In Operational Modal Analysis, the modal parameters (natural frequencies, damping ratios and mode shapes) obtained from Stochastic Subspace Identification (SSI) of a structure, are afflicted with statistical uncertainty. For evaluating the quality of the obtained results it is essential to know the appropriate confidence intervals of these figures. In this paper we present algorithms that autom...
متن کاملSubspace algorithms for the stochastic identification problem,
A new subspace algorithm consistently identifies stochastic state space models directly from given output data, using only semi-infinite block Hankel matrices. Ala~raet-In this paper, we derive a new subspace algorithm to consistently identify stochastic state space models from given output data without forming the covariance matrix and using only semi-infinite block Hankel matrices. The algori...
متن کاملStochastic subspace identification via “LQ decomposition”
A new stochastic subspace identification algorithm is developed with the help of a stochastic realization on a finite interval. First, a finite-interval realization algorithm is rederived via “block-LDL decomposition” for a finite string of complete covariance sequence. Next, a stochastic subspace identification method is derived by adapting the finiteinterval realization algorithm to incomplet...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2002
ISSN: 1474-6670
DOI: 10.3182/20020721-6-es-1901.00450