Improved subspace identification with prior information using constrained least squares

IET Control Theory and Applications

Volumn 5, Issue 13, 2011, Pages 1568-1576

  Alenany, A ^a   Shang, H ^b   Soliman, M ^a   Ziedan, I ^a  

^a Department of Computers and Systems Engineering ^*  (Egypt)

^b LAURENTIAN UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONALLY EFFICIENT; CONSTRAINED LEAST SQUARES; DC GAIN; EQUALITY CONSTRAINTS; MULTI VARIABLES; MULTI-STEP; MULTIPLE INPUT MULTIPLE OUTPUT SYSTEM; OPTIMISATIONS; PRIOR INFORMATION; SIMULATION RESULT; SINGLE INPUT SINGLE OUTPUT; STATE-SPACE; STATE-SPACE MODELS; STEADY-STATE GAIN; SUB-SPACE ALGORITHMS; SUBSPACE IDENTIFICATION; TIME CONSTANTS;

MIMO SYSTEMS; OPTIMIZATION;

ALGORITHMS;

EID: 80052010601     PISSN: 17518644     EISSN: 17518652     Source Type: Journal    
DOI: 10.1049/iet-cta.2010.0585     Document Type: Article

References (34)

1. Van Overschee, P., and De Moor, B.: ' Subspace identification for linear systems, theory, implementation, applications ', (Kluwer Academic Publishers, Dordrecht, the Netherlands, 1996)
2. Ljung, L.: ' System identification - theory for the user ', 2nd (Prentice-Hall, Upper Saddle River, NJ, USA, 1999)
3. Johansen, T.: ' Constrained and regularized system identification ', IFAC Symp. on System Identification, Kitakyushu, Japan, 1997, p. 1467-1472
4. Karny, M.: ' Quantification of prior knowledge about global characteristics of linear normal model ', Kybernetika, 1984, 20, (5), p. 376-385 0023-5954 (Pubitemid 15512736)
5. Katayama, T., Mckelvey, T., Sano, A., Cassandras, C., and Campi, M.: ' Trends in systems and signals. A status report prepared by the IFAC coordinating committee on systems and signals ', Annu. Rev. Control, 2006, 30, (1), p. 5-17 10.1016/j.arcontrol.2006.01.001 1367-5788
6. Maciejowski, J.: ' Guaranteed stability with subspace methods ', Syst. Control Lett., 1995, 26, (2), p. 153-156 10.1016/0167-6911(95)00010-7 0167-6911
7. Mckelvey, T., Ackay, H., and Ljung, L.: ' Subspace-based multivariable system identification from frequency response data ', IEEE Trans. Autom. Control, 1996, 41, (7), p. 960-979 10.1109/9.508900 0018-9286 (Pubitemid 126768477)
8. Lacy, S., and Bernstein, D.: ' Subspace identification with guaranteed stability using constrained optimization ', IEEE Trans. Autom. Control, 2003, 48, (7), p. 1259-1263 10.1109/TAC.2003.814273 0018-9286
9. Mallat, G., Gasso, G., and Canu, S.: ' New methods for the identification of a stable subspace model for dynamical systems ', IEEE Workshop on Machine Learning for Signal Processing, Cancun, Mexico, October, 2008, p. 432-437
10. Mckelvey, T., and Reza Moheimani, S.: ' Estimation of phase constrained MIMO transfer functions with application to flexible structures with mixed collocated and non-collocated actuators and sensors ', Proc. 16th IFAC World Congress, Prague, Czech Republic, July, 2005, p. Mo-M02-TO/2
11. Akcay, H., and Turkay, S.: ' A subspace-based approach to Lagrange-Sylvester interpolation of rational matrix functions ', Proc. 44th IEEE Conf. on Decision Control, Seville, Spain, December, 2005, p. 7102-7107
12. Hoagg, J., Lacy, S., Erwin, R., and Bernstein, D.: ' Subspace identification with lower bounded modal frequencies ', Proc. American Control Conf., Boston, USA, June, 2004, p. 867-872
13. Hoagg, J., Lacy, S., Erwin, R., and Bernstein, D.: ' First-order-hold sampling of positive real systems and subspace identification of positive real models ', Proc. American Control Conf., Boston, Massachusetts, June, 2004, p. 861-866
14. Okada, M., and Sugie, T.: ' Subspace system identification considering both noise attenuation and use of prior knowledge ', Proc. 35th Conf. on Decision Control, Kobe, Japan, December, 1996, p. 3662-3667
15. Gustafsson, T.: ' On the state estimation problem for subspace identification ', Proc. 37th IEEE Conf. on Decision Control, Tampa, FL, USA, December, 1998, p. 3914-3919
16. Massioni, P., and Verhaegen, M.: ' Subspace identification of circulant systems ', Automatica, 2008, 44, (11), p. 2825-2833 10.1016/j.automatica.2008. 04.014 0005-1098
17. ' Handling certain structure information in subspace identification ', Technical, No. LiTH-ISY-R-2890, 2009
18. Hagg, P., Wahlberg, B., and Sandberg, H.: ' On subspace identification of cascade structured systems ', Proc. IEEE Conf. Decision Control, Atlanta, USA, December, 2010
19. Froberg, A.: ' Pre-specification of zero transfer functions in identification of multi-variable systems ', 2001, Master, Linkoping University, Sweden, No. LiTH-ISY-EX-3178
20. Trnka, P., and Havlena, V.: ' Subspace like identification incorporating prior information ', Automatica, 2009, 45, (4), p. 1086-1091 10.1016/j.automatica.2008.12.005 0005-1098
21. Schuermans, M., Lemmerling, P., and Van Huffel, S.: ' Block-row Hankel weighted low rank approximation ', Numer. Linear Algebra, 2006, 13, (4), p. 293-302 10.1002/nla.459 (Pubitemid 43714610)
22. Verhaegen, M.: ' Identification of the deterministic part of MIMO state space models given in innovations form from input-output data ', Automatica, 1994, 30, (1), p. 61-74 10.1016/0005-1098(94)90229-1 0005-1098 (Pubitemid 124007974)
23. Soderstrom, T., and Stoica, P.: ' System identification ', (Prentice-Hall, Englewood Cliffs, NJ, USA, 1989)
24. Peternell, K., Cherrer, W., and Deistler, M.: ' Statistical analysis of novel subspace identification methods ', Signal Process., 1996, 52, p. 161-177 10.1016/0165-1684(96)00051-5 0165-1684 (Pubitemid 126370641)
25. Bjorck, A.: ' Numerical methods for least squares problems ', (SIAM, Philadelphia, USA, 1996)
26. Abonyi, J., Babuska, R., Verbruggen, H., and Szeifert, F.: ' Incorporating prior knowledge in fuzzy model identification ', Int. J. Syst. Sci., 2000, 31, (5), p. 657-667 10.1080/002077200290966 0020-7721 (Pubitemid 35394801)
27. Zhu, Y.: ' Multivariable process identification for MPC: the asymptotic method and its applications ', J. Process Control, 1998, 8, (2), p. 101-115 10.1016/S0959-1524(97)00035-8 0959-1524 (Pubitemid 128431000)
28. Qin, S.: ' An overview of subspace identification ', Comput. Chem. Engng., 2006, 30, p. 1502-1513 10.1016/j.compchemeng.2006.05.045 (Pubitemid 44292280)
29. Kung, S.: ' A new identification and model reduction algorithm via singular value decompositions ', Proc. 12th Asilomar Conf. on Circuits Systems Computers, Pacific Grove, CA, USA, 1978, p. 705-714
30. De Schutter, B.: ' Minimal state-space realization in linear system theory: an overview ', J. Comput. Appl. Math., 2000, 121, (1-2), p. 331-354 10.1016/S0377-0427(00)00341-1 0377-0427
31. Qin, S., Lin, W., and Ljung, L.: ' A novel subspace identification approach with enforced causal models ', Automatica, 2005, 41, p. 2043-2053 10.1016/j.automatica.2005.06.010 0005-1098 (Pubitemid 41525662)
32. Chou, C., and Verhaegen, M.: ' Subspace algorithms for the identification of multivariable dynamic errors-in-variables models ', Automatica, 1997, 33, (10), p. 1857-1869 10.1016/S0005-1098(97)00092-7 0005-1098 (Pubitemid 127433759)
33. Chen, C.-T.: ' Linear system theory and design ', 3rd (Oxford University Press, 1999)
34. Chiuso, A.: ' The role of vector autoregressive in predictor-based subspace identification ', Automatica, 2007, 43, (6), p. 1034-1048 10.1016/j.automatica.2006.12.009 0005-1098 (Pubitemid 46667118)