DocumentCode
435216
Title
New approach to the estimation of the input matrices in subspace identification algorithms
Author
Delgado, Catarina J M ; Santos, P. Lopes dos ; De Carvalho, J. L Martins
Author_Institution
Fac. of Econ., Porto Univ., Portugal
Volume
2
fYear
2004
fDate
17-17 Dec. 2004
Firstpage
2207
Abstract
In this paper we provide a different way to estimate matrices B and D, in subspace identification algorithms. The starting point was the method proposed by Van Overschee and De Moor (1996) - the only one applying subspace ideas to the estimation of those matrices. We have derived new (and simpler) expressions and we found that the method proposed by Van Overschee and De Moor (1996) can be rewritten as a weighted least squares problem, involving the future outputs and inputs.
Keywords
least squares approximations; matrix algebra; parameter estimation; input matrix estimation; subspace identification algorithms; weighted least squares problem; Data engineering; Electric variables measurement; Least squares methods; Noise measurement; Null space; Observability; Robustness; State estimation; Stochastic processes; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location
Nassau
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1430376
Filename
1430376
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