PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS

S. Joe Qin; Lennart Ljung

doi:10.1016/S1474-6670(17)34987-X

PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS

S. Joe Qin
, Lennart Ljung

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

12 Citations (Scopus)

Abstract

In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

Original language	English
Pages (from-to)	1591-1596
Journal	IFAC Proceedings Volumes (IFAC-PapersOnline)
Volume	36
Issue number	16
DOIs	https://doi.org/10.1016/S1474-6670(17)34987-X
Publication status	Published - Sept 2003
Externally published	Yes
Event	13th IFAC Symposium on System Identification, SYSID 2003 - Rotterdam, Netherlands Duration: 27 Aug 2003 → 29 Aug 2003

Research Keywords

parallel projections
parsimonious formulation
subspace identification

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title = "PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS",

abstract = "In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.",

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pages = "1591--1596",

journal = "IFAC Proceedings Volumes (IFAC-PapersOnline)",

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T1 - PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS

AU - Joe Qin, S.

AU - Ljung, Lennart

PY - 2003/9

Y1 - 2003/9

N2 - In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

AB - In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

KW - parallel projections

KW - parsimonious formulation

KW - subspace identification

UR - https://www.scopus.com/pages/publications/85056905216

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85056905216&origin=recordpage

U2 - 10.1016/S1474-6670(17)34987-X

DO - 10.1016/S1474-6670(17)34987-X

M3 - RGC 21 - Publication in refereed journal

SN - 1474-6670

VL - 36

SP - 1591

EP - 1596

JO - IFAC Proceedings Volumes (IFAC-PapersOnline)

JF - IFAC Proceedings Volumes (IFAC-PapersOnline)

IS - 16

T2 - 13th IFAC Symposium on System Identification, SYSID 2003

Y2 - 27 August 2003 through 29 August 2003

ER -

PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS

Abstract

Research Keywords

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