제어로봇시스템학회:학술대회논문집

Institute of Control, Robotics and Systems (제어로봇시스템학회)
권호 표지

Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori (Dept. of Electrical and Electronic Systems Engineering, Kyushu University) ;
  • Imai, Jun (Dept. of Electrical and Electronic Systems Engineering, Kyushu University) ;
  • Wada, Kiyoshi (Dept. of Electrical and Electronic Systems Engineering, Kyushu University)
  • Published : 2000.10.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

Keywords