Title :
Robust MOESP type algorithm with improved efficiency on the estimation of input matrices
Author :
Delgado, Catarina J M ; Santos, P.L.D.
Author_Institution :
Faculdade de Economia do Porto, Portugal
Abstract :
In this paper, a new approach to estimate matrices B and D, in subspace methods, is provided. The starting point was one method proposed by Van Overschee and De Moor (1996). We have derived new (and simpler) expressions and we found that the original method can be rewritten as a weighted least squares problem, involving the future outputs and inputs and the observability matrix.
Keywords :
least squares approximations; linear systems; matrix algebra; observability; state estimation; state-space methods; MOESP type algorithm; input matrix estimation; linear system identification; observability matrix; state-space models; subspace methods; weighted least squares problem;
Conference_Titel :
SICE 2004 Annual Conference
Conference_Location :
Sapporo
Print_ISBN :
4-907764-22-7
