DocumentCode :
308314
Title :
Uniqueness of minimal partial realizations and Markov parameter identification
Author :
Chui, N.L.C. ; Maciejowski, J.M.
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Volume :
4
fYear :
1996
fDate :
11-13 Dec 1996
Firstpage :
3642
Abstract :
The uniqueness of minimal partial realizations of input-output observations with elements in a Hilbert space is investigated. A sufficient condition and a necessary condition based on input-output data, without any assumptions on the state sequences, are derived. Under these conditions, models obtained by a class of identification schemes, known as “subspace methods”, are the unique minimal partial realizations. Markov parameter identification from input-output observations is studied. Balanced approximations for rapidly decaying systems can be obtained from this approach
Keywords :
Hilbert spaces; Markov processes; observers; parameter estimation; realisation theory; Hilbert space; I/O observations; Markov parameter identification; input-output observations; subspace methods; unique minimal partial realizations; Hilbert space; Linear systems; Parameter estimation; Signal processing; Stochastic processes; Sufficient conditions; System identification;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
ISSN :
0191-2216
Print_ISBN :
0-7803-3590-2
Type :
conf
DOI :
10.1109/CDC.1996.577184
Filename :
577184
Link To Document :
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