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On Consistency of Subspace System Identification Methods
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0002-6855-5868
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-1927-1690
1996 (English)In: IFAC World Congress, 1996, 181-186 p.Conference paper, Published paper (Refereed)
Abstract [en]

System identification of linear dynamical systems using so-called subspace methods consists of two main steps. First, a signal subspace estimate is found. This usually corresponds to estimating the range space of the extended observability matrix. Then the system parameters are estimated from the subspace estimate. The main result of this note is explicit excitation conditions on the input signals, which guarantee consistent estimates of the range space of the extended observability matrix.

Place, publisher, year, edition, pages
1996. 181-186 p.
Keyword [en]
onsistency, subspace methods, identification, performance analysis, linear systems
National Category
Signal Processing Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-86514OAI: oai:DiVA.org:kth-86514DiVA: diva2:500784
Conference
13th IFAC World Congress, San Francisco, CA, USA, Jul. 1996
Note
NR 20140805Available from: 2012-02-13 Created: 2012-02-13 Last updated: 2013-09-05Bibliographically approved

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Jansson, MagnusWahlberg, Bo

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