A SUBSPACE FITTING METHOD FOR IDENTIFICATION OF LINEAR STATE-SPACE MODELS

Authors
SWINDLEHURST A ROY R OTTERSTEN B KAILATH T
Citation
A. Swindlehurst et al., A SUBSPACE FITTING METHOD FOR IDENTIFICATION OF LINEAR STATE-SPACE MODELS, IEEE transactions on automatic control, 40(2), 1995, pp. 311-316
Citations number
20
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
40
Issue
2
Year of publication
1995
Pages
311 - 316
Database
ISI
SICI code
0018-9286(1995)40:2<311:ASFMFI>2.0.ZU;2-Y
Abstract
A new method is presented for the identification of systems parameteri zed by linear state-space models. The method relies on the concept of subspace fitting, wherein an input/output data model parameterized by the state matrices is found that best fits, in the least-squares sense , the dominant subspace of the measured data. Some empirical results a re included to illustrate the performance advantage of the algorithm c ompared to standard techniques.