DocumentCode
1631315
Title
Robust MOESP type algorithm with improved efficiency on the estimation of input matrices
Author
Delgado, Catarina J M ; Santos, P.L.D.
Author_Institution
Faculdade de Economia do Porto, Portugal
Volume
3
fYear
2004
Firstpage
2554
Abstract
In this paper, a new approach to estimate matrices B and D, in subspace methods, is provided. The starting point was one method proposed by Van Overschee and De Moor (1996). We have derived new (and simpler) expressions and we found that the original method can be rewritten as a weighted least squares problem, involving the future outputs and inputs and the observability matrix.
Keywords
least squares approximations; linear systems; matrix algebra; observability; state estimation; state-space methods; MOESP type algorithm; input matrix estimation; linear system identification; observability matrix; state-space models; subspace methods; weighted least squares problem;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE 2004 Annual Conference
Conference_Location
Sapporo
Print_ISBN
4-907764-22-7
Type
conf
Filename
1491881
Link To Document