Numerical algorithm for recursive subspace identification

• Type: Article in International Conference Proceedings Book
• Date: 1998

Authors

Catarina Delgado (Author) FEP; Paulo Lopes Dos Santos (Author) FEUP; Jorge Martins De Carvalho (Author) FEUP

Conference proceedings International

Title: PROCEEDINGS OF THE 37TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4

Pages: 1848-1849

37th IEEE Conference on Decision and Control

TAMPA, FL, DEC 16-18, 1998

Indexing

ISI Web of Knowledge - 1 Citation

Scopus - 4 Citations

Scientific classification

FOS: Engineering and technology

Other information

Authenticus ID: P-001-9NH

Abstract (EN): A subspace-based on-line identification algorithm based on one specific technique, based on Van Overschee and De Moor's results, but can be adapted to other similar methods since they all recover from the state sequence and the observability matrix is presented. These results relate an estimated Kalman filter sequence with an oblique projection. With further improvements, the algorithm can adapt to the identification of time-variant systems.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 2