Title :
Prediction of discrete-time time-varying systems via 4SID method
Author :
Kameyama, Kentaro ; Ohsumi, Akira
Author_Institution :
Dept. of Mech. & Syst. Eng., Kyoto Inst. of Technol., Japan
Abstract :
In this paper, a new method to predict time-varying system parameters is proposed. This method uses the concept of the angle between subspaces spanned by the extended observability matrix used in 4SID methods and predict the future subspace by rotating past subspace in the geometrical sense. Then, estimates of each system matrices are derived by the 4SID framework.
Keywords :
discrete time systems; identification; matrix algebra; observability; state-space methods; time-varying systems; 4SID method; discrete-time time-varying system prediction; stochastic systems; subspace identification; time-varying system parameter prediction;
Conference_Titel :
SICE 2004 Annual Conference
Conference_Location :
Sapporo
Print_ISBN :
4-907764-22-7
