Criteria for informative experiments with subspace identification

被引:9
作者
Chui, NLC [1 ]
Maciejowski, JM [1 ]
机构
[1] Univ Cambridge, Dept Engn, Cambridge CB2 1PZ, England
基金
加拿大自然科学与工程研究理事会;
关键词
D O I
10.1080/00207170500073830
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Informative experiments are identification experiments which contain sufficient information for an identification algorithm to discriminate between different models in an intended model set. In this paper, a particular set of identification algorithms, namely subspace based identification, is considered. Criteria for experiments to be informative with these methods in the deterministic setup and the combined deterministic-stochastic setup are presented. It is pointed out that if these criteria are not satisfied, interesting phenomena, in which perfect cancellations of the deterministic components and the stochastic components occur in a subspace projection, may occur. It is further shown that such cancellations can indeed be avoided under mild conditions.
引用
收藏
页码:326 / 344
页数:19
相关论文
共 30 条
  • [11] JANSSON M, 1995, 3 EUR CONTR C ROM IT, V1, P435
  • [12] Kailath T., 1980, LINEAR SYSTEMS
  • [13] KIM C, 1983, MAN CYBERNITCS, V13, P1119
  • [14] Larimore W., 1990, 29TH P IEEE C DEC CO, DOI [10.1109/CDC.1990.203665, DOI 10.1109/CDC.1990.203665]
  • [15] LJUNG L, 1987, SYSTEM IDENTIFICAITI
  • [16] SUFFICIENCY OF EXCITATION
    MAREELS, I
    [J]. SYSTEMS & CONTROL LETTERS, 1984, 5 (03) : 159 - 163
  • [17] Subspace based system identification with periodic excitation signals
    McKelvey, T
    Akcay, H
    [J]. SYSTEMS & CONTROL LETTERS, 1995, 26 (05) : 349 - 361
  • [18] MOONEN M, 1989, INT J CONTROL, V49, P219, DOI 10.1080/00207178908559631
  • [19] PERSISTENCE OF EXCITATION IN EXTENDED LEAST-SQUARES
    MOORE, JB
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (01) : 60 - 68
  • [20] OVERSCHEE P. VAN, 1996, SUBSPACE IDENTIFICAT