EXPLORING THE LINEAR RELATIONS IN THE ESTIMATION OF MATRICES B AND D IN SUBSPACE IDENTIFICATION METHODS

Catarina J. M. Delgado, P. Lopes dos Santos

Abstract

In this paper we provide a different way to estimate matrices B and D, in subspace identication 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.

References

  1. Chiuso, A. and Picci, G. (2001). Asymptotic variance of subspace estimates. In Proc. CDC'01 - 40th Conference on Decision and Control, Orlando, Florida, USA, pages 3910-3915.
  2. Delgado, C., dos Santos, P. L., and de Carvalho, J. L. M. (2004). Simpli ed estimation of matrices b and d in subspace identi cation algorithm. In Proc. Controlo'04 - 6th Portuguese Conference on Automatic Control, Faro, Portugal.
  3. dos Santos, P. L. and de Carvalho, J. L. M. (2003). Improving the numerical ef ciency of the b and d estimates produced by the combined deterministic-stochastic subspace identi cation algorithms. In Proc. CDC'03 - 42nd Conference on Decision and Control, Maui, Hawaii, USA, pages 3473-3478.
  4. dos Santos, P. L. and de Carvalho, J. L. M. (2004). A new insight to the a and c matrices extraction in a MOESP type subspace identi cation algorithm. In Proc. Controlo'04 - 6th Portuguese Conference on Automatic Control, Faro, Portugal.
  5. Kailath, T. (1980). Linear Systems. Prentice-Hall.
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Paper Citation


in Harvard Style

Delgado C. and dos Santos P. (2004). EXPLORING THE LINEAR RELATIONS IN THE ESTIMATION OF MATRICES B AND D IN SUBSPACE IDENTIFICATION METHODS . In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0, pages 168-175. DOI: 10.5220/0001146701680175


in Bibtex Style

@conference{icinco04,
author={Catarina J. M. Delgado and P. Lopes dos Santos},
title={EXPLORING THE LINEAR RELATIONS IN THE ESTIMATION OF MATRICES B AND D IN SUBSPACE IDENTIFICATION METHODS},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={168-175},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001146701680175},
isbn={972-8865-12-0},
}


in EndNote Style

TY - CONF
JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - EXPLORING THE LINEAR RELATIONS IN THE ESTIMATION OF MATRICES B AND D IN SUBSPACE IDENTIFICATION METHODS
SN - 972-8865-12-0
AU - Delgado C.
AU - dos Santos P.
PY - 2004
SP - 168
EP - 175
DO - 10.5220/0001146701680175