Realization of stable models with subspace methods

被引：45
|
作者：
Chui, NLC [1 ]
Maciejowski, JM [1 ]
机构：
[1] UNIV CAMBRIDGE, DEPT ENGN, CAMBRIDGE CB2 1PZ, ENGLAND
来源：
AUTOMATICA | 1996年 / 32卷 / 11期
基金：
加拿大自然科学与工程研究理事会;
关键词：
subspace methods; system identification; realization; modelling; stable models;
D O I：
10.1016/S0005-1098(96)00104-5
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Subspace methods for system identification estimate the dynamics of state-space models either by using the 'shift-invariance' property of an estimated observability or controllability matrix, or by estimating a state sequence and then solving a least-squares problem to obtain the system matrices. In either case it is possible for the estimated system to be unstable. We present algorithms to find stable approximants to a least-squares problem, which can then be applied to subspace methods to ensure stability. Either asymptotic or marginal stability can be ensured, in the latter case a pole or a pair of poles being forced to lie on the unit circle. In addition, some results on a sufficient condition for stability for least-squares solutions obtained by the shift invariance approach are derived. Copyright (C) 1996 Elsevier Science Ltd.
引用
收藏
页码：1587 / 1595
页数：9
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