DocumentCode
2338818
Title
About the choice of state space basis in combined deterministic-stochastic subspace identification
Author
Van Overschee, Peter ; De Moor, Bart
Author_Institution
Departement Elektrotechniek, Katholieke Univ., Leuven, Belgium
Volume
6
fYear
1995
fDate
21-23 Jun 1995
Firstpage
4072
Abstract
This paper describes how the state space basis of models identified with subspace identification algorithms can be determined. It is shown that this basis is determined by the input spectrum and by user defined input and output weightings. Through the connections between subspace identification and frequency weighted balancing, the state space basis of the subspace identified models is shown to coincide with a frequency weighted balanced basis
Keywords
Hankel matrices; identification; state-space methods; combined deterministic-stochastic subspace identification; frequency weighted balanced basis; frequency weighted balancing; input spectrum; state space basis; subspace identification algorithms; user defined input weightings; user defined output weightings; Covariance matrix; Frequency domain analysis; Integrated circuit modeling; Kalman filters; Reduced order systems; Riccati equations; State-space methods; Steady-state; Technological innovation; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, Proceedings of the 1995
Conference_Location
Seattle, WA
Print_ISBN
0-7803-2445-5
Type
conf
DOI
10.1109/ACC.1995.532698
Filename
532698
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