Subspace system identification using a multichannel lattice filter

Proceedings of the American Control Conference

Volumn 1, Issue , 2004, Pages 855-860

  Chen, Neil Yi Nan ^a   Gibson, James S ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LEAST-SQUARES ALGORITHM; MULTICHANNEL LATTICE FILTERS; SUBSPACE IDENTIFICATION; SUBSPACE SYSTEMS;

ALGORITHMS; COMPUTATIONAL METHODS; INVARIANCE; MATRIX ALGEBRA; PARAMETER ESTIMATION; STATE SPACE METHODS; WHITE NOISE;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 8744223573     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2004.182356     Document Type: Conference Paper

References (7)

1. Peter Van overschee and Bart De Moor, "N4sid: Subspace algorithms for the identification of combined deterministic-stochastic systems," Automatica, vol. 30, pp. 75-93, 1994.
2. Peter Van overschee and Bart De Moor, Subspace Identification for Linear Systems. Norwell, MA: Kluwer Academic Publishers, 1996.
3. D. Bauer, M. Deistler, and W. Scherrer, "User choices in subspace algorithm," in Proceedings of the 37th IEEE Conference on Decision and Control, (Tampa, FL), December 1998.
4. S.-B. Jiang and J. S. Gibson, "An unwindowed multichannel lattice filter with orthogonal channels," IEEE Transactions on Signal Processing, vol. 43, pp. 2831-2842, December 1995.
5. Y. M. Cho, G. Xu, and T. Kailath, "Fast identification of state-space models via exploitation of displacement structure," IEEE Transactions on Automatic Control, vol. 39, pp. 2004-2017, October 1994.
6. Neil Y. Chen, Subspace Methods in Adaptive Filtering and System Identification. PhD thesis, University of California, Los Angeles, 2001.
7. R. T. M'Closkey, J. S. Gibson, and J. Hui, "System identification of a MEMS gyroscope," ASME Transactions of Dynamic Systems, Measurement, and Control, vol. 123, pp. 201-210, June 2001.