Title :
A comparison of some subspace identification methods
Author :
Katayama, Tohru ; Omori, Shogo ; Picci, Giorgio
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Japan
Abstract :
Picci and Katayama (1996) and Katayama and Picci (1997) derived stochastic realization methods for a system with exogenous inputs and the relevance of stochastic realization to subspace identification of state-space systems has been shown in Picci and Katayama (1996). In this paper, we briefly review the basis of stochastic subspace identification algorithms and present some simulations results to compare the performance and computational loads of the realization based algorithms, the CLS algorithm, and the basic 4SID
Keywords :
discrete time systems; identification; linear systems; realisation theory; state-space methods; stochastic systems; CLS algorithm; basic 4SID; realization based algorithms; state-space systems; stochastic realization methods; subspace identification methods; Computer simulation; Covariance matrix; Informatics; Linear systems; Mathematics; Matrix decomposition; Physics; Stochastic processes; Stochastic systems; Vectors;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758574
