Recursive subspace identification based on instrumental variable unconstrained quadratic optimization

DOI10.1002/acs.835zbMath1067.93017OpenAlexW1995588546MaRDI QIDQ4667782

Lovera, Marco, Guillaume Mercère, Stéphane Lecoeuche

Publication date: 21 April 2005

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.835

zbMATH Keywords

singular value decompositiondisturbancesprocess noisesignal subspacerecursive subspace identificationunconstrained quadratic optimizationtracking schemesobservability subspace

Mathematics Subject Classification ID

System identification (93B30) Perturbations in control/observation systems (93C73) Observability (93B07)

Related Items (5)

A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data ⋮ Tracking Distributed Parameters System Dynamics with Recursive Dynamic Mode Decomposition with Control ⋮ Convergence analysis of instrumental variable recursive subspace identification algorithms ⋮ Application of recursive subspace method in vehicle lateral dynamics model identification ⋮ Estimation of noise covariance matrices for periodic systems

Uses Software

• VanHuffel

Cites Work

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• The overdetermined recursive instrumental variable method
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms
• The square-root overdetermined recursive instrumental variable algorithm
• Tracking of signal subspace projectors
• Recursive subspace identification of linear and nonlinear Wiener state-space models

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