• DocumentCode
    434895
  • Title

    Data driven local coordinates for normalized state-space systems: orthoDDLC

  • Author

    Ribarits, Thomas ; Hanzon, Bernard ; Deistler, Manfred

  • Author_Institution
    Inst. for Math. Methods in Econ., Vienna Univ. of Technol., Austria
  • Volume
    4
  • fYear
    2004
  • fDate
    14-17 Dec. 2004
  • Firstpage
    3593
  • Abstract
    A new approach to the question of parametrizing state-space systems is considered. The approach consists of using input-normal state-space representations. These representations are unique up to an isometric state isomorphism. By decomposing the tangent space of the set of normalized controllable matrix pairs into the tangent space of the equivalence class and the orthogonal complement one obtains an interesting set of local coordinates with a number of remarkable properties. Here the approach is presented in the context of a separable least squares approach to maximum likelihood estimation of a linear system.
  • Keywords
    controllability; discrete time systems; least squares approximations; linear systems; state-space methods; data driven local coordinates; input-normal state-space representations; isometric state isomorphism; maximum likelihood estimation; normalized controllable matrix pairs; normalized state-space systems; orthoDDLC; separable least squares approach; Control systems; Econometrics; Heart; Least squares approximation; Least squares methods; Linear systems; Matrix decomposition; Maximum likelihood estimation; Vectors; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2004. CDC. 43rd IEEE Conference on
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-8682-5
  • Type

    conf

  • DOI
    10.1109/CDC.2004.1429270
  • Filename
    1429270