DocumentCode
302972
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
Volume
5
fYear
1996
fDate
7-10 May 1996
Firstpage
2638
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location
Atlanta, GA
ISSN
1520-6149
Print_ISBN
0-7803-3192-3
Type
conf
DOI
10.1109/ICASSP.1996.548006
Filename
548006
Link To Document