Non-Biased Recursive Subspace Identification Algorithms

• Type: Article in International Conference Proceedings Book
• Date: 2004

Authors

Catarina J. M. Delgado (Author) FEP; P. Lopes dos Santos (Author) FEUP; J. L. Martins de Carvalho (Author) FEUP

Conference proceedings International

Title: Proceedings of Controlo 2004, 6th Portuguese Conference on Automatic Control

Pages: 1-6

Proceedings of Controlo 2004, 6th Portuguese Conference on Automatic Control

Faro, Portugal, 07 a 09 de Junho de 2004

Scientific classification

FOS: Engineering and technology > Other engineering and technologies

Other information

Abstract (EN): In this paper two recursive algorithms are presented, based on NB-N4SID subspace identification algorithm. The main idea was to show that subspace identification methods can be represented as sequences of least squares problems and implemented through sequences of modified Householder algorithms. Therefore, it is possible to develop iterative algorithms with most of the advantages of this kind of methods, and still improve the numerical efficiency, in order to deal with real-time applications and minimize the computational burden.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6