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Subspace Based System Identification with Periodic Excitation Signals
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Marmara Research Centre.
1995 (English)In: Systems and Control Letters, Vol. 26, no 5, 349-361 p.Article in journal (Refereed) Published
Abstract [en]

An identification algorithm for use with data generated by periodic inputs is presented. The algorithm is based on the geometrical properties of the resulting periodic output signal and a state-space model is derived from the signal subspace of a Hankel matrix by means of a singular value decomposition. It is shown that 2n + 1 noise-free output measurements are required to identify an nth order system. The algorithm is demonstrated to be consistent when the output measurements are corrupted by zero mean noise characterized by decaying covariances. The computational complexity of the algorithm is several orders of magnitude lower than standard methods.

Place, publisher, year, edition, pages
1995. Vol. 26, no 5, 349-361 p.
National Category
Engineering and Technology
Identifiers
URN: urn:nbn:se:liu:diva-56356DOI: 10.1016/0167-6911(95)00035-6OAI: oai:DiVA.org:liu-56356DiVA: diva2:318589
Available from: 2010-05-08 Created: 2010-05-07 Last updated: 2010-05-08

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
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