Identifying Positive Real Models in Subspace Identification by Using Regularization

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 1369-1373

  Goethals, Ivan ^a   Van Gestel, Tony ^a   Suykens, Johan ^a   Van Dooren, Paul ^b   De Moor, Bart ^a  

^a IBBT Kasteelpark Arenberg 10   (Belgium)

^b NONE   (Belgium)

Author keywords

regularization; robustness; stochastic systems; subspace methods

Indexed keywords

COST FUNCTIONS; ROBUSTNESS (CONTROL SYSTEMS); STOCHASTIC SYSTEMS;

LEAST-SQUARES COST FUNCTIONS; POSITIVE REAL MODELS; REGULARIZATION; REGULARIZATION APPROACH; REGULARIZATION TERMS; STOCHASTIC SUBSPACE IDENTIFICATION; SUB-SPACE METHODS; SUBSPACE IDENTIFICATION;

STOCHASTIC MODELS;

EID: 85064628822     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)34951-0     Document Type: Conference Paper

References (11)

1. A. Dahlén, A. Lindquist, and J. Mari Experimental evidence showing that stochastic subspace identification methods may fail Systems and Control Letters 34 1998 302 312
2. P. Faurre, M. Clerget, and F. German Opérateurs rationnels positifs, application à l'hyperstabilité et aux processus aléatoires Méthodes Mathématiques de l'Informatique 1978
3. I. Goethals, T. Van Gestel, J. Suykens, P. Van Dooren, and B. De Moor Identification of positive real models in subspace identification by using regularization, accepted for publication in. IEEE Transactions on Automatic Control 2003
4. A. Lindquist, and G. Picci Canonical correlation analysis, approximate covariance extension, and identification of stationary time series Automatica 32 no 5 1996 209 233
5. J. Marí, P. Stoica, and T. McKelvey Vector arma estimation: A reliable subspace approach IEEE Transactions on Signal Processing SP-48 2000 2092 2104
6. Y. Oono Introduction to pseudo-positive-real functions Proc. 1981 Int. Symp. Circuits and Systems Chicago 1981 469 472
7. K. Peternell Identification of linear dynamic systems by subspace and realization-based algorithms PhD thesis 1995 T.U. Wien Vienna
8. R.J. Vaccaro, and T. Vukina A solution to the positivity prohlem in the state-space approach to modeling vector-valued time series Journal or Economic Dynamics and Control 17 1993 401 421
9. T. Van Gestel, J. Suykens, P. Van Dooren, and B. De Moor Identification of stable models in subspace identification by using regularization IEEE Transactions on Automatic Control 46 9 2001 1416 1420
10. P. Van Overschee, and B. De Moor Subspace algorithms for the stochastic identification problem Automatica 29 no 3 1993 649 660
11. P. Van Overschee, and B. De Moor Subspace Identification for Linear Systems: Theory - Implementation - Applications 1996 Kluwer Academic Publishers Boston/London/Dordrecht