Fast subspace-based system identification: An instrumental variable approach
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A new fast implementation for a subspace-based system identification technique of \textit{M. Viberg}, \textit{B. Ottersten}, \textit{B. Wahlberg} and \textit{L. Ljung} [Performance of subspace based state-space model identification methods, in Proc. 12th IFAC World Congress (1993), Vol. 5, 63-66 (1994)] that requires substantially less flops and storage space is presented. The time and storage savings are achieved by the Hankel structure of the data matrix and the low-rank structure of the covariance matrix.
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Cites work
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- Fast identification of state-space models via exploitation of displacement structure
- Fast recursive identification of state space models via exploitation of displacement structure
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 4150052 (Why is no real title available?)
- scientific article; zbMATH DE number 3997615 (Why is no real title available?)
- Subspace model identification Part 1. The output-error state-space model identification class of algorithms
Cited in
(9)- Subspace-based prediction of linear time-varying stochastic systems
- Fast identification of state-space models via exploitation of displacement structure
- Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
- A subspace identification algorithm based on finite-memory variable forgetting factor
- Bootstrap-based estimates of uncertainty in subspace identification methods
- Recursive subspace identification of linear and nonlinear Wiener state-space models
- A fast algorithm for subspace state-space system identification via exploitation of the displacement structure
- Subspace identification using instrumental variable techniques
- Randomised subspace system identification: complexities and error bounds
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