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

11 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

Funding

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

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10.1016/S1474-6670(17)34987-X

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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.",

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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.

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

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

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ER -

Parallel Qr Implementation of Subspace Identification with Parsimonious Models

Abstract

Funding

Keywords

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