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A Simple Start-Up Procedure for Canonical form State Space Identification, based on Subspace Approximation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1991 (English)Report (Other academic)
Abstract [en]

The authors describe a procedure for estimating parameters in multivariable linear systems, parameterized in pseudo-observability state-space canonical forms. The procedure is based on a standard four-stage instrumental variable method and subsequent operations in the Hankel matrix of estimated impulse responses. The main use of the procedure is for initialization of maximum likelihood/prediction error estimation methods.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1991.
LiTH-ISY-I, ISSN 8765-4321 ; 1248
Keyword [en]
Estimation, Parameter, Multivariable linear system, State-space, Hankel matrix, Error estimation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55461OAI: diva2:316144
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2013-07-29

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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