Title :
About the choice of state space basis in combined deterministic-stochastic subspace identification
Author :
Van Overschee, Peter ; De Moor, Bart
Author_Institution :
Departement Elektrotechniek, Katholieke Univ., Leuven, Belgium
Abstract :
This paper describes how the state space basis of models identified with subspace identification algorithms can be determined. It is shown that this basis is determined by the input spectrum and by user defined input and output weightings. Through the connections between subspace identification and frequency weighted balancing, the state space basis of the subspace identified models is shown to coincide with a frequency weighted balanced basis
Keywords :
Hankel matrices; identification; state-space methods; combined deterministic-stochastic subspace identification; frequency weighted balanced basis; frequency weighted balancing; input spectrum; state space basis; subspace identification algorithms; user defined input weightings; user defined output weightings; Covariance matrix; Frequency domain analysis; Integrated circuit modeling; Kalman filters; Reduced order systems; Riccati equations; State-space methods; Steady-state; Technological innovation; White noise;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.532698
