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New approach to the estimation of the input matrices in subspace identification algorithms

Title
New approach to the estimation of the input matrices in subspace identification algorithms
Type
Article in International Conference Proceedings Book
Year
2004
Authors
Jorge Martins De Carvalho
(Author)
FEP
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Conference proceedings International
Pages: 2207-2212
43rd IEEE Conference on Decision and Control
San Diego, CA, DEC 14-17, 2004
Scientific classification
FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering
Other information
Authenticus ID: P-000-DV6
Abstract (EN): In this paper we provide a different way to estimate matrices B and D, in subspace identification algorithms. The starting point was the method proposed by Van Overschee and De Moor [10] - 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 [10] 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: 6
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