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 two recursive algorithms, based on MOESP type subspace identification, are presented in two versions. The main idea was to show that we can represent subspace identification methods as sequences of least squares problems and implement them through sequences of modified Householder algorithms. Therefore, it is possible to develop iterative algorithms with most of the advantages of this kind of methods, and still improve the numerical efficiency, in order to deal with real-time applications and minimize the computational burden.