Parallel Qr Implementation of Subspace Identification with Parsimonious Models

S. Joe QIN; Lennart LJUNG

doi:10.1016/S1474-6670(17)34987-X

Parallel Qr Implementation of Subspace Identification with Parsimonious Models

S. Joe QIN, Lennart LJUNG

Research output: Journal Publications › Journal Article (refereed) › peer-review

9 Citations (Scopus)

Abstract

In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

Original language	English
Pages (from-to)	1591-1596
Number of pages	6
Journal	IFAC Proceedings Volumes
Volume	36
Issue number	16
DOIs	https://doi.org/10.1016/S1474-6670(17)34987-X
Publication status	Published - Sept 2003
Externally published	Yes
Event	13th IFAC Symposium on System Identification (SYSID 2003) - , Netherlands Duration: 27 Aug 2003 → 29 Aug 2003

Bibliographical note

Acknowledgments: Financial support from National Science Foundation under CTS-9985074 and a Faculty Research Assignment grant from University of Texas is gratefully acknowledged.

Keywords

parallel projections
parsimonious formulation
subspace identification

Access to Document

10.1016/S1474-6670(17)34987-X

Cite this

@article{b664f813ec6b493d8b2122a087f8f950,

title = "Parallel Qr Implementation of Subspace Identification with Parsimonious Models",

abstract = "In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.",

keywords = "parallel projections, parsimonious formulation, subspace identification",

author = "QIN, {S. Joe} and Lennart LJUNG",

note = "Acknowledgments: Financial support from National Science Foundation under CTS-9985074 and a Faculty Research Assignment grant from University of Texas is gratefully acknowledged.; 13th IFAC Symposium on System Identification (SYSID 2003) ; Conference date: 27-08-2003 Through 29-08-2003",

year = "2003",

month = sep,

doi = "10.1016/S1474-6670(17)34987-X",

language = "English",

volume = "36",

pages = "1591--1596",

journal = "IFAC Proceedings Volumes",

issn = "1474-6670",

publisher = "IFAC Secretariat",

number = "16",

}

TY - JOUR

T1 - Parallel Qr Implementation of Subspace Identification with Parsimonious Models

AU - QIN, S. Joe

AU - LJUNG, Lennart

N1 - Acknowledgments: Financial support from National Science Foundation under CTS-9985074 and a Faculty Research Assignment grant from University of Texas is gratefully acknowledged.

PY - 2003/9

Y1 - 2003/9

N2 - In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

AB - In this paper we reveal that the typical subspace identification algorithms use nonparsimonious model formulations, with extra terms in the model that appear to be non-causal. These terms are the causes for inflated variance in the estimates and partially responsible for the loss of closed-loop identifiability. We then propose a parallel parsimonious formulation of a new subspace identification algorithrn and demonstrate the effectiveness of the proposed algorithrn via simulation.

KW - parallel projections

KW - parsimonious formulation

KW - subspace identification

UR - http://www.scopus.com/inward/record.url?scp=85056905216&partnerID=8YFLogxK

U2 - 10.1016/S1474-6670(17)34987-X

DO - 10.1016/S1474-6670(17)34987-X

M3 - Journal Article (refereed)

SN - 1474-6670

VL - 36

SP - 1591

EP - 1596

JO - IFAC Proceedings Volumes

JF - IFAC Proceedings Volumes

IS - 16

T2 - 13th IFAC Symposium on System Identification (SYSID 2003)

Y2 - 27 August 2003 through 29 August 2003

ER -

Parallel Qr Implementation of Subspace Identification with Parsimonious Models

Abstract

Bibliographical note

Keywords

Access to Document

Other files and links

Fingerprint

Cite this