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

• Type: Article in International Conference Proceedings Book
• Date: 2003

Authors

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

Conference proceedings International

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

Pages: 3473-3478

42nd IEEE Conference on Decision and Control

Maui, HI, DEC 09-12, 2003

Indexing

ISI Web of Knowledge - 5 Citations

Scopus - 7 Citations

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6