A SUBSPACE FITTING METHOD FOR IDENTIFICATION OF LINEAR STATE-SPACE MODELS

被引:10
作者
SWINDLEHURST, A
ROY, R
OTTERSTEN, B
KAILATH, T
机构
[1] ARRAYCOMM INC,SANTA CLARA,CA 95054
[2] ROYAL INST TECHNOL,DEPT SIGNALS SENSORS & SYST,S-10044 STOCKHOLM,SWEDEN
[3] STANFORD UNIV,INFORMAT SYST LAB,STANFORD,CA 94305
基金
美国国家科学基金会;
关键词
Number:; MIP-Y; 1101; 12; Acronym:; NSF; Sponsor: National Science Foundation;
D O I
10.1109/9.341800
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A new method is presented for the identification of systems parameterized by linear state-space models. The method relies on the concept of subspace fitting, wherein an input/output data model parameterized by the state matrices is found that best fits, in the least-squares sense, the dominant subspace of the measured data. Some empirical results are included to illustrate the performance advantage of the algorithm compared to standard techniques.
引用
收藏
页码:311 / 316
页数:6
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