New approach to the estimation of the input matrices in subspace identification algorithms

被引：2

作者：

Delgado, CJM ^{[1
]}

dos Santos, PL ^{[1
]}

de Carvalho, JLM ^{[1
]}

机构：

[1] Univ Porto, Fac Econ Porto, P-4200464 Oporto, Portugal

来源：

2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5 | 2004年

关键词：

D O I：

10.1109/CDC.2004.1430376

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we provide a different way to estimate matrices B and D, in subspace identification algorithms. The starting point was the method proposed by Van Overschee and De Moor [10] - 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 [10] can be rewritten as a weighted least squares problem, involving the future outputs and inputs.

引用

页码：2207 / 2212

页数：6

共 12 条

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[4] DOSSANTOS PL, 2004, UNPUB CONTROLO
[5] On consistency of subspace methods for system identification
Jansson, M
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[7] LARIMORE WE, 1990, PROCEEDINGS OF THE 29TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, P596, DOI 10.1109/CDC.1990.203665
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[9] MOONEN M, 1989, INT J CONTROL, V49, P219, DOI 10.1080/00207178908559631
[10] OVERSCHEE P. VAN, 1996, SUBSPACE IDENTIFICAT

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