N4SID-VAR Method for Multivariable Discrete Linear Time-variant System Identification

Alexander E. Robles, Mateus Giesbrecht

Abstract

In this paper, a method for multivariable discrete linear time-variant system identification is presented. This work is focused on slowly multivariable time-variant systems, so that it is possible to define time intervals, defined as windows, in which the system can be approximated by time-invariant models. In each window, a variation of N4SID that uses Markov parameters is applied and a state space model is estimated. For that reason the proposed method is defined as N4SID-VAR. After obtaining the models for all windows, the error between system model outputs are calculated and compared to the system outputs. The N4SID-VAR was tested with a time-variant multivariable benchmark and the results were accurate. The proposed method was also compared to the MOESP-VAR method and, for the tested benchmark, the N4SID-VAR was faster and more accurate than the MOESP-VAR algorithm.

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Paper Citation


in Harvard Style

Giesbrecht M. (2018). N4SID-VAR Method for Multivariable Discrete Linear Time-variant System Identification.In Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-321-6, pages 502-509. DOI: 10.5220/0006907505020509


in Bibtex Style

@conference{icinco18,
author={Mateus Giesbrecht},
title={N4SID-VAR Method for Multivariable Discrete Linear Time-variant System Identification},
booktitle={Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2018},
pages={502-509},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0006907505020509},
isbn={978-989-758-321-6},
}


in EndNote Style

TY - CONF

JO - Proceedings of the 15th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - N4SID-VAR Method for Multivariable Discrete Linear Time-variant System Identification
SN - 978-989-758-321-6
AU - Giesbrecht M.
PY - 2018
SP - 502
EP - 509
DO - 10.5220/0006907505020509