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
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