System Identification via CUR-Factored Hankel Approximation

DOI10.1137/17M1137632zbMath1383.93022OpenAlexW2789371860MaRDI QIDQ4610144

Alex Gorodetsky, Boris Kramer

Publication date: 5 April 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1137632

zbMATH Keywords

system identificationHankel matrixmodel reductioneigensystem realization algorithmCUR decomposition

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) System structure simplification (93B11) Eigenvalues, singular values, and eigenvectors (15A18) Numerical linear algebra (65F99)

Related Items (7)

An iterative state-space identification method with data correlation for MIMO systems with measurement noise ⋮ Optimal Hankel norm model reduction for discrete-time descriptor systems ⋮ Probabilistic error estimation for non-intrusive reduced models learned from data of systems governed by linear parabolic partial differential equations ⋮ Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms ⋮ A randomized balanced proper orthogonal decomposition technique ⋮ 6 The Loewner framework for system identification and reduction ⋮ Efficient Algorithms for Eigensystem Realization Using Randomized SVD

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