Numerical algorithms for subspace state space system identification (n4sid)

Proceedings of the ASME Design Engineering Technical Conference

Volumn 1A-1997, Issue , 1997, Pages

  Overschee, Peter Van ^a   Moor, Bart De ^a   Favoreel, Wouter ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

FREQUENCY DOMAIN ANALYSIS; LINEAR SYSTEMS; SINGULAR VALUE DECOMPOSITION; STATE SPACE METHODS; VIBRATIONS (MECHANICAL);

FREQUENCY DOMAINS; LEAST SQUARES PROBLEMS; NUMERICAL ALGORITHMS; NUMERICAL LINEAR ALGEBRA; OBLIQUE PROJECTIONS; STATE - SPACE MODELS; STATE SPACE SYSTEMS; SUBSPACE IDENTIFICATION;

OBSERVABILITY;

EID: 56349156841     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1115/DETC97/VIB-4254     Document Type: Conference Paper

References (23)

1. Astrom K., Wittenmark B. Computer Controlled Systems: Theory and Design. Prentice Hall, 1984
2. Box G.E., Jenkins G.M. Time series analysis, forecasting and control. Revised edition, Holden-Day series in time series analysis and digital processing, Holden-Day, Oackland, 1976
3. De Moor B., Vandewalle J. A geometrical strategy for the identification of state space models of linear mu&variable systems with singular value decomposition. Proc. of the 3rd International Symposium on Applications of Multivariable System Techniques, April 13-15, Plymouth, UK, pp. 59-69, 1987
4. Eykhoff P. System identification. Wiley, London, 1974
5. Guidorzi R. Canonical structures in the identification of multivariable systems. Automatica, 11, pp. 361-374, 1975
6. Hannan E.J., Deistler M. The statistical theory of linear systems. Wiley Series in Probability and Mathematical Statistics, John Wiley and Sons, New York, 1988
7. Ho B.L., Kalman R.E. Eficient construction of linear state variable models from input/output functions. Regelungstechnik, 14, pp. 545-548,1966
8. Kailath T. Linear Systems. Prentice Hall, Englewood Cliffs, New Jersey, 1980
9. Kung S.Y. A new identification method and model reduction algorithm via singular value decomposition. 12th Asilomar Conf. on Circuits, Systems and Comp., pp. 705-714, Asilomar, CA, 1978
10. Larimore W.E. Canonical variate analysis in identification, filtering and adaptive control. Proc. 29th Conference on Decision and Control, Hawai, USA, pp. 596-604, 1990
11. Jacques R.N., Liu K., Miller D.W. Identification of highly accurate low order state space models in the frequency domain. Signal Processing, Special Issue on Subspace Methods, Vol. 52, No. 2,pp 195-207, 1996
12. Ljung L. System identification-Theory for the User. Prentice Hall, Englewood Cliffs, NJ, 1987
13. Ljung. L. System Identification Toolbox For Use with Matlab. The Mathworks Inc., Mass., U.S.A., 1991
14. McKelvey T., Akcay H., Ljung L. Subspace-Based Multivariable System Identification from Frequency Response Data. IEEE Trans. on Aut. Control, Vol. 41, No. 7., July 1996
15. Norton J.P. An introduction to identification. Academic Press, London, 1986
16. Siiderstrom T., Stoica P. System Identification. Prentice Hall International Series in Systems and Control Engineering, Prentice Hall, New York, 1989
17. Van Overschee P., De Moor B. N4SID: Subspace Algorithms for the Identification of Combined Deterministic-Stochastic Systems. Automatica, Special Issue on Statistical Signal Processing and Control, Vol. 30, no. 1, pp. 75-93, 1994
18. Van Overschee P., De Moor B., Aling H., Kosut R., Boyd S. Xmath Interactive System Identification Module, Part Integrated Systems Inc., Santa Clara, CA, USA, 1994
19. Van Overschee P., De Moor B., A Unifying Theorem for three Subspace System Identification Algorithms. Automatica, Special Issue on Trends in System Identification, Vol. 31, no. 12, pp. 1853-1864, 1995
20. Van Overschee P., De Moor B. Subspace identification for Linear Systems: Theory-Implementation-Application. Kluwer Academic Publishers, 1996
21. Van Overschee P., De Moor B. Continuous-time frequency domain subspace system identification. Signal Processing, Special Issue on Subspace Methods, Vol. 52, No. 2,pp 179-194, 1996
22. Van Overschee P., De Moor B. A Subspace Algorithm for the Identification of Discrete Time Frequency Domain Power Spectra. 11th IFAC Symposium on System Identification, Kitakyushu, Fukuoka, Japan, 1997
23. Verhaegen M. Identification of the deterministic part of MIMO state space models given in innovations form from input-output data, Automatica (Special Issue on Statistical Signal Processing and Control), Vol 30, no. 1, pp. 61-74, 1994