Non-asymptotic error analysis of subspace identification for deterministic systems

DOI10.1016/J.SYSCONLE.2025.106219MaRDI QIDQ6930723zbMATH OpenFDO

Authors Shuai Sun

Publication date 12 September 2025

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SYSCONLE.2025.106219

zbMATH Keywords

finite sample error analysissubspace identification methodssystem identification

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55)

Review text

The non-asymptotic upper bounds on the errors of subspace identification method [\textit{M. Deistler} et al., Automatica 31, No. 12, 1865--1875 (1995; Zbl 0846.93024)] for discrete-time multiple-input multiple-output linear time-invariant system are derived. It is shown that when the state-to-output dimensionality ratio \(n/m\) is large, subspace identification method become ill-conditioned.

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Cited in

(1)

• Finite sample analysis of subspace identification for autonomous stochastic systems

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