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Aspects and Experiences of User Choices in Subspace Identification Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 1802-1807 p.Conference paper, Published paper (Refereed)
Abstract [en]

Subspace identification methods, such as N4SID, MOESP, CVA etc have proven to be very successful for identification of multivariable, linear dynamic systems. These methods are associated with a number of design variables, or user choices. These include prediction horizons, weighting matrices and ways to perform the estimation. It is known that these choices may have a substantial influence on the model quality, at the same time as there is no comprehensive theory for rational decision making. In this contribution we study certain aspects of the choices, in particular their influence on both bias and variance. We also illustrate some aspects using a larger example, the Tennessee-Eastman identification challenge.

Place, publisher, year, edition, pages
2003. 1802-1807 p.
Keyword [en]
Subspace methods, User choices
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-90861OAI: oai:DiVA.org:liu-90861DiVA: diva2:615062
Conference
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003
Funder
Swedish Research Council
Available from: 2013-04-08 Created: 2013-04-07 Last updated: 2013-04-08

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Ljung, Lennart

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