Title :
State Representations From Finite Time Series
Author :
Markovsky, Ivan ; Willems, Jan C. ; Moor, Bart De
Abstract :
We present two algorithms for construction of a state sequence of a linear time-invariant system from a finite exact trajectory of that system. The first algorithm uses the classical in subspace identification splitting of the data into "past" and "future" and computes a bases for the past-future intersection. The second algorithm, based on the shift-and-cut map, operates on a half deeper Hankel matrix.
Keywords :
Subspace identification; behavioral systems; persistency of excitation; shift-and-cut map; state construction; Concrete; Control systems; Kernel; Power system modeling; Subspace identification; behavioral systems; persistency of excitation; shift-and-cut map; state construction;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582260
