scientific article; zbMATH DE number 1090982
From MaRDI portal
Publication:4366804
Subspace identification algorithms are based on concepts from system theory, linear algebra and statistics. The main conceptual novelties in this area are: -- The state of a dynamical system is emphasized in the context of system identification, whereas ``classical approaches are based on an input-output framework. An important achievement of the research in subspace identification is to demonstrate how the Kalman filter can be obtained from input-output data using linear algebra tools. Once these states are known the identification problem becomes a linear least squares problem in the unknown system matrices. The subspace identification algorithms conditionally linearize the problem and they identify input-state-output models. -- The authors make full use in this book of well developed concepts and algorithms coming from linear algebra. -- The authors' approach provides a geometric framework. Combined deterministic-stochastic system identification problems can be treated with the same geometric concepts and algorithms. This simplicity is an advantage over the classical prediction error approach. -- The conceptual straightforwardness of subspace identification algorithms allows user-friendly software implementations. To do that, the authors use tools coming from linear algebra: the QR and Singular Value decomposition. I recommend this book being clearly written and containing a lot of implementations and applications.
Recommendations
Cited in
(only showing first 100 items - show all)- Decomposition of the multi-dimensional time series identification problem
- Subspace identification of bilinear and LPV systems for open- and closed-loop data
- Applications of TLS and related methods in the environmental sciences
- Subspace like identification incorporating prior information
- Subspace estimation and prediction methods for hidden Markov models
- Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes
- Experimental evidence showing that stochastic subspace identification methods may fail
- A subspace algorithm for the identification of discrete time frequency domain power spectra
- The asymptotic variance of subspace estimates.
- On the ill-conditioning of subspace identification with inputs
- Rational approximation in linear systems and control
- Consistency analysis of subspace identification methods based on a linear regression approach
- Subspace angles between ARMA models
- Recursive 4SID algorithms using gradient type subspace tracking
- Nuclear norm-based recursive subspace prediction of time-varying continuous-time stochastic systems via distribution theory
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method
- Set-membership errors-in-variables identification of MIMO linear systems
- A nonlinear subspace-prediction error method for identification of nonlinear vibrating structures
- On multivariable proper rational interpolation using coprime factors
- Linear estimation of physical parameters with subsampled and delayed data
- From structurally independent local LTI models to LPV model
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Image modeling based on a 2-D stochastic subspace system identification algorithm
- Collaborative linear dynamical system identification by scarce relevant/irrelevant observations
- Subspace identification with moment matching
- Performance-based fault detection and fault-tolerant control for automatic control systems
- Adaptive predictive control: a data-driven closed-loop subspace identification approach
- Subspace-based spectrum estimation in innovation models by mixed norm minimization
- Hierarchical gradient-based identification of multivariable discrete-time systems
- Data-driven subspace predictive control: stability and horizon tuning
- Subspace algorithms for the stochastic identification problem
- Identification of discrete-time state affine state space models using cumulants
- A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
- Dual time-frequency domain system identification
- Model-based feedforward control of large deformable mirrors
- Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations
- Hammerstein system identification using nuclear norm minimization
- Interval continuous plant identification from value sets
- Distribution-based identification of yield coefficients in a baker's yeast bioprocess
- Data-driven adaptive observer for fault diagnosis
- Towards online model predictive control on a programmable logic controller: practical considerations
- Subspace-based fault detection algorithms for vibration monitoring
- Analysis of the asymptotic properties of the MOESP type of subspace algorithms
- A covariance extension approach to identification of time series
- Optimal rank-1 Hankel approximation of matrices: Frobenius norm and spectral norm and Cadzow's algorithm
- A locally optimal rank revealing product decomposition
- Identification of regularized models in the linear regression class
- A key performance indicator-based fault detection scheme for marine diesel turbocharging systems
- MIMO frequency domain system identification using matrix-valued orthonormal functions
- Generalized recursive least squares: stability, robustness, and excitation
- Modal identification of a light and flexible wind turbine blade under wind excitation
- Direct identification of continuous-time LPV state-space models via an integral architecture
- An iterative state-space identification method with data correlation for MIMO systems with measurement noise
- Markov-switching state-space models with applications to neuroimaging
- Methods for finding a regularized solution when identifying linear multivariable multiconnected discrete systems
- Subspace-based deterministic identification of MIMO linear state-delayed systems
- Dynamic behavior analysis via structured rank minimization
- Data-driven constrained optimal model reduction
- Identification of affinely parameterized state-space models with unknown inputs
- Problem of mathematical data interpretation. II: Distributed-parameter systems
- A new method for fault prediction of model-unknown nonlinear system
- Analysis of state space system identification methods based on instrumental variables and subspace fitting
- Model specification and selection for multivariate time series
- Model predictive control method of simulated moving bed chromatographic separation process based on subspace system identification
- Subspace predictive control with the data-driven event-triggered law for linear time-invariant systems
- Linear state representations for identification of bilinear discrete-time models by interaction matrices
- Bayesian semiparametric Wiener system identification
- Maximum likelihood identification of Wiener models
- Wigner's theorem on Grassmann spaces
- Maximum entropy vector kernels for MIMO system identification
- Data-driven model reduction by moment matching for linear and nonlinear systems
- Structured low-rank approximation and its applications
- From model-based control to data-driven control: survey, classification and perspective
- Model predictive control suitable for closed-loop re-identification
- Subspace identification of MIMO LPV systems using a periodic scheduling sequence
- Identification of switched linear systems using subspace and integer programming techniques
- Minimum phase properties of finite-interval stochastic realization
- Improved principal component monitoring using the local approach
- An approach to closed-loop subspace identification by orthogonal decomposition
- Subspace-based prediction of linear time-varying stochastic systems
- Comparison of different multivariable control design methods applied on half car test setup
- Estimating linear time-invariant models of nonlinear time-varying systems
- On frequency weighted balanced truncation: Hankel singular values and error bounds
- Estimating the system order by subspace methods
- Multivariable frequency-response curve fitting with application to modal parameter estimation
- Linear optimal prediction and innovations representations of hidden Markov models.
- Algorithms for deterministic balanced subspace identification
- Subspace identification of closed loop systems by the orthogonal decomposition method
- Kernel methods for subspace identification of multivariable LPV and bilinear systems
- Subspace system identification for training-based MIMO channel estimation
- A novel subspace identification approach with enforced causal models
- Subspace-based fault detection robust to changes in the noise covariances
- Subspace identification with eigenvalue constraints
- Stability evaluation and system identification of flexible multibody systems
- Automatic operational modal analysis of structures based on image recognition of stabilization diagrams with uncertainty quantification
- Linear parameter-varying subspace identification: a unified framework
- A novel subspace identification approach with passivity enforcement
- On the notion of persistence of excitation for linear switched systems
- Some algorithmic aspects of subspace identification with inputs
- Dynamic mode decomposition with control
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366804)
