On-line subspace identification

Author

Delgado, Catarina J. M. ; Lopes dos Santos, P. ; Martins de Carvalho, J. L. Martins

Author_Institution

Fac. de Eng., ISR (Inst. de Sist. e Robot.), Univ. do Porto, Porto, Portugal

fYear

2001

fDate

4-7 Sept. 2001

Firstpage

3605

Lastpage

3610

Abstract

In this paper a recursive technique, based on the subspace state space identification methods, is presented for identification of time-varying systems. The main idea was to develop an iterative algorithm with most of the advantages of this kind of methods in order to deal with real-time applications and minimize the computational burden. As a subspace-based state space system identification technique, it has two main steps: first, a state vector sequence is estimated, using numerical linear algebra tools, then the state space model is obtained from a simple least squares model.

Keywords

identification; iterative methods; least squares approximations; state-space methods; time-varying systems; vectors; iterative algorithm; least squares model; numerical linear algebra; on-line subspace identification; recursive technique; state vector sequence estimation; subspace state space identification methods; system identification technique; time-varying systems; Computational modeling; Europe; Kalman filters; Matrix decomposition; Robustness; System identification; Vectors; Identification Methods; Identification for Control; Stochastic Systems; Subspace Methods; Time Varying and Periodic Systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 2001 European

Conference_Location

Porto

Print_ISBN

978-3-9524173-6-2

Type

conf

Filename

7076493