PARALLEL QR IMPLEMENTATION OF SUBSPACE IDENTIFICATION WITH PARSIMONIOUS MODELS

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

8 Scopus Citations
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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)1591-1596
Journal / PublicationIFAC Proceedings Volumes (IFAC-PapersOnline)
Volume36
Issue number16
Publication statusPublished - Sep 2003
Externally publishedYes

Conference

Title13th IFAC Symposium on System Identification (SYSID 2003)
PlaceNetherlands
CityRotterdam
Period27 - 29 August 2003

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.

Research Area(s)

  • parallel projections, parsimonious formulation, subspace identification