Parallel QR Implementation of Subspace Identification with Parsimonious Models
2003 (English)Report (Other academic)
In this paper we reveal that the typical subspace identification algorithms use non-parsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithm and demonstrate the effectiveness of the proposed algorithm via simulation.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2563
Subspace identification, Parsimonious formulation, Parallel projections
IdentifiersURN: urn:nbn:se:liu:diva-55963ISRN: LiTH-ISY-R-2563OAI: oai:DiVA.org:liu-55963DiVA: diva2:316775