Parallel QR Implementation of Subspace Identification with Parsimonious Models
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 1631-1636 p.Conference paper (Refereed)
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
2003. 1631-1636 p.
Subspace identification, Parsimonious formulation, Parallel projections
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-90860ISBN: 9780080437095OAI: oai:DiVA.org:liu-90860DiVA: diva2:615058
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003