Title :
System identification via singular value decomposition
Author :
Wang, Shih-Ho ; Lee, T.F. ; Zachery, Randy
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Davis, CA, USA
Abstract :
The problem of identification of linear time invariant system parameters from its truncated impulse response data is studied. We analyze the algorithm originally proposed by Kung (1978), and later modified by others, which is based on the singular value decomposition of the Hankel matrix. We propose a modified algorithm which generates more accurate results
Keywords :
Hankel matrices; linear systems; parameter estimation; singular value decomposition; state-space methods; transient response; Hankel matrix; linear time invariant system; modified algorithm; singular value decomposition; state space representation; system identification; system parameters; truncated impulse response data; Algorithm design and analysis; Error analysis; Iron; Matrix decomposition; Singular value decomposition; State-space methods; System identification; Time invariant systems;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.548006
