A fast algorithm for subspace state-space system identification via exploitation of the displacement structure

DOI10.1016/S0377-0427(00)00600-2zbMath1086.93502MaRDI QIDQ5946092

Nicola Mastronardi, Paul Van Dooren, Vasile Sima, Daniel Kressner, Sabine Van Huffel

Publication date: 27 February 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

QR decompositionGeneralized Schur algorithmHankel and block-Hankel matricesSingular-value decompositionSubspace identification

Mathematics Subject Classification ID

Related Items (3)

High-performance numerical algorithms and software for subspace-based linear multivariable system identification ⋮ A data-driven bilinear predictive controller design based on subspace method ⋮ On the computation of the rank of block bidiagonal Toeplitz matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Displacement ranks of matrices and linear equations
• Fast recursive identification of state space models via exploitation of displacement structure
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• High performance algorithms for Toeplitz and block Toeplitz matrices
• Stability Issues in the Factorization of Structured Matrices
• Subspace model identification Part 3. Analysis of the ordinary output-error state-space model identification algorithm
• Fast Parallel Algorithms for QR and Triangular Factorization
• Hyperbolic Householder Transforms
• On- and off-line identification of linear state-space models
• Subspace identification of bilinear systems subject to white inputs
• A Note on Downdating the Cholesky Factorization
• Displacement Structure: Theory and Applications

This page was built for publication: A fast algorithm for subspace state-space system identification via exploitation of the displacement structure