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Exploring the Linear Relations in the Estimation of Matrices B and D in Subspace Identification Methods

Title
Exploring the Linear Relations in the Estimation of Matrices B and D in Subspace Identification Methods
Type
Article in International Conference Proceedings Book
Year
2004
Conference proceedings International
Pages: 168-175
ICINCO 2004 - 1st International Conference on Informatics in Control, Automation and Robotics
Setúbal, Portugal, 25-28 August, 2004
Scientific classification
FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering
Other information
Authenticus ID: P-00A-8VJ
Resumo (PT):
Abstract (EN): In this paper we provide a different way to estimate matrices B and D, in subspace identication algorithms. The starting point was the method proposed by Van Overschee and De Moor (1996) — the only one applying subspace ideas to the estimation of those matrices. We have derived new (and simpler) expressions and we found that the method proposed by Van Overschee and De Moor (1996) can be rewritten as a weighted least squares problem, involving the future outputs and inputs.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 8
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