Fast recursive identification of state space models via exploitation of displacement structure

DOI10.1016/0005-1098(94)90228-3zbMath0787.93020OpenAlexW2053405421MaRDI QIDQ1314744

Young Man Cho, Thomas Kailath, Guang-Han Xu

Publication date: 22 March 1994

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)90228-3

zbMATH Keywords

computer simulationbatch processingstate space model identification

Mathematics Subject Classification ID

System identification (93B30)

Related Items (12)

Recursive 4SID algorithms using gradient type subspace tracking ⋮ Nuclear norm-based recursive subspace prediction of time-varying continuous-time stochastic systems via distribution theory ⋮ A class of subspace model identification algorithms to identify periodically and arbitrarily time-varying systems ⋮ Fast subspace-based system identification: An instrumental variable approach ⋮ Subspace-based methods for the identification of linear time-invariant systems ⋮ High-performance numerical algorithms and software for subspace-based linear multivariable system identification ⋮ Convergence analysis of instrumental variable recursive subspace identification algorithms ⋮ Hierarchical gradient-based identification of multivariable discrete-time systems ⋮ Recursive subspace identification based on instrumental variable unconstrained quadratic optimization ⋮ A fast algorithm for subspace state-space system identification via exploitation of the displacement structure ⋮ Modelling and system identification of active magnetic bearing systems ⋮ Application of recursive subspace method in vehicle lateral dynamics model identification

Uses Software

• Matlab

Cites Work

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• Hyperbolic Householder Algorithms for Factoring Structured Matrices
• Hyperbolic householder transformations
• Fast Parallel Algorithms for QR and Triangular Factorization
• A subspace fitting method for identification of linear state-space models
• Asymptotic Theory for Principal Component Analysis

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