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Parallel QR Implementation of Subspace Identification with Parsimonious Models
University of Texas at Austin, TX, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

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.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2563
Keyword [en]
Subspace identification, Parsimonious formulation, Parallel projections
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55963ISRN: LiTH-ISY-R-2563OAI: oai:DiVA.org:liu-55963DiVA: diva2:316775
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-03Bibliographically approved

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fulltext(213 kB)135 downloads
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Ljung, Lennart

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf