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

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

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Paper

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

Topics: System Identification

In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, 168-175, 2004 , Setúbal, Portugal

Authors: Catarina J. M. Delgado ¹ and P. Lopes dos Santos ²

Affiliations: ¹ Faculdade de Economia do Porto, Portugal ; ² Faculdade de Engenharia da Universidade do Porto, Portugal

Keyword(s): System Identification, Subspace methods, State-space models, Linear Systems, Parameter estimation.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; System Identification

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.

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Paper citation in several formats:

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; ISSN 2184-2809, SciTePress, pages 168-175. DOI: 10.5220/0001146701680175

@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},
issn={2184-2809},
}

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
IS - 2184-2809
AU - Delgado, C.
AU - dos Santos, P.
PY - 2004
SP - 168
EP - 175
DO - 10.5220/0001146701680175
PB - SciTePress