Improving the numerical efficiency of the B and D estimates produced by the combined deterministic-stochastic subspace identification algorithms

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2003

Autores

Paulo Lopes dos Santos (Autor) FEUP; Jorge Martins de Carvalho (Autor) FEUP

Ata de Conferência Internacional

Título: 42ND IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-6, PROCEEDINGS

Páginas: 3473-3478

42nd IEEE Conference on Decision and Control

Maui, HI, DEC 09-12, 2003

Indexação

ISI Web of Knowledge - 5 Citações

Scopus - 7 Citações

Outras Informações

ID Authenticus: P-000-KWQ

Abstract (EN): In this paper we find some linear dependencies on the matrices used for B and D estimation by the Van Overschee and De Moore non-biased versions of the Combined Deterministic-Stochastic Subspace Identification algorithms (CDSSI). These dependencies allow us to formulate algorithms that significantly improve the numerical efficiency on estimating these parameters without loss of accuracy. Experiences performed on practical data sets showed that the robust versions of these algorithms are twice as fast as the robust version proposed by Van Overschee and De Moore.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 6