On the ill-conditioning of subspace identification with inputs

descriptionPublicationkeyboard_double_arrow_right Article 01 Apr 2004 Italy English Publisher:Elsevier BVJournal:Automatica, volume 40, pages 575-589 (issn: 0005-1098,

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Authors: CHIUSO, ALESSANDRO; PICCI, GIORGIO;

doi: 10.1016/j.automatica.2003.11.009

handle: 11577/2451181

On the ill-conditioning of subspace identification with inputs

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Abstract

The authors present an error analysis which applies to some commonly used subspace identification methods with inputs. They show that a presence of collinearity of the regressors these methods may lead to inaccurate estimates of the system parameters. The authors also demonstrate that some of the most well-known algorithms in the literature are ``equivalent'' to the algorithm presented in this paper.

Country

Italy

Related Organizations

University of Padua
Italy

Keywords

oblique projections, state-space identification, subspace identification, collinearity, System identification, exogenous inputs, numerical conditioning

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