Subspace-based methods for the identification of linear time-invariant systems

被引:391
作者
Viberg, M
机构
[1] Department of Applied Electronics, Chalmers University of Technology
关键词
system identification; subspace methods; parameter estimation; multivariable systems; instrumental variable methods;
D O I
10.1016/0005-1098(95)00107-5
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Subspace-based methods for system identification have attracted much attention during the past few years. This interest is due to the ability of providing accurate state-space models for multivariable linear systems directly from input-output data. The methods have their origin in classical state-space realization theory as developed in the 1960s. The main computational tools are the QR and the singular-value decompositions. Here, an overview of existing subspace-based techniques for system identification is given. The methods are grouped into the classes of realization-based and direct techniques. Similarities between different algorithms are pointed out, and their applicability is commented upon. We also discuss some recent ideas for improving and extending the methods. A simulation example is included for comparing different algorithms. The subspace-based approach is found to perform competitive with respect to prediction-error methods, provided the system is properly excited.
引用
收藏
页码:1835 / 1851
页数:17
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