Subspace identification for linear systems by van Overschee P., Moor B.L.

By van Overschee P., Moor B.L.

Subspace id for Linear structures specializes in the conception, implementation and functions of subspace id algorithms for linear time-invariant finite- dimensional dynamical platforms. those algorithms enable for a quick, hassle-free and actual selection of linear multivariable versions from measured input-output information. the speculation of subspace identity algorithms is gifted in aspect. a number of chapters are dedicated to deterministic, stochastic and mixed deterministic-stochastic subspace id algorithms. for every case, the geometric houses are acknowledged in a first-rate 'subspace' Theorem. kin to latest algorithms and literature are explored, as are the interconnections among diversified subspace algorithms. The subspace identity concept is associated with the speculation of frequency weighted version relief, which ends up in new interpretations and insights. The implementation of subspace identity algorithms is mentioned when it comes to the powerful and computationally effective RQ and singular worth decompositions, that are well-established algorithms from numerical linear algebra. The algorithms are applied in blend with an entire set of classical id algorithms, processing and validation instruments in Xmath's ISID, a commercially to be had graphical person interface toolbox. the fundamental subspace algorithms within the publication also are carried out in a suite of Matlab documents accompanying the e-book. An software of ISID to an commercial glass tube production method is gifted intimately, illustrating the ability and user-friendliness of the subspace id algorithms and of their implementation in ISID. The pointed out version permits an optimum keep an eye on of the method, resulting in an important enhancement of the construction caliber. The applicability of subspace id algorithms in is extra illustrated with the software of the Matlab documents to 10 sensible difficulties. for the reason that all precious info and Matlab documents are integrated, the reader can simply step via those functions, and hence get extra perception within the algorithms. Subspace identity for Linear structures is a crucial reference for all researchers in procedure thought, regulate idea, sign processing, automization, mechatronics, chemical, electric, mechanical and aeronautical engineering.

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18) used in Theorem 2 are singular value decompositions of the same matrix, which illustrates that there is no difference between the classical formulation of the projection algorithms and the formulation of Theorem 2. m contains a Matlab implementation of this algorithm. 1 and Appendix B. 3 Notes on noisy measurements In this Subsection we will shortly treat the behavior of the different algorithms in the presence of noise. e. when given an infinite amount of noisy data generated by an unknown linear system, does the algorithm compute the exact linear system ?

2). 3. 2 Main Theorem Before stating the main deterministic identification Theorem, the following remark that emphasizes the symmetry between the different Chapters is in order: For each of the separate identification problems (Chapter 2, 3 and 4) we present a main Theorem which states how the state sequence and the extended observability matrix can be extracted from the given input-output data. After having treated the three Theorems for the three different cases (deterministic, stochastic and combined deterministic-stochastic identification), it will become clear that they are very similar4 .

Similarities between the presented algorithm and the literature are pointed out. 1 we state the deterministic (subspace) identification problem mathematically and introduce the notation. 2 contains the main Theorem, which is the backbone of this Chapter. The Theorem allows for the extraction of the states directly from input-output data. 3. 4 describes how the results of the main Theorem lead to two algorithms that compute the system matrices. 5 contains the conclusions. Appendix B describes the software implementation of the algorithms in this Chapter.

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