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State construction in subspace identification
System Identification, Volume # 14 | Part# 1
Location: , Australia
National Organizing Committee Chair: Brett Ninness,
Håkan Hjalmarsson
International Program Committee Chair: Iven Mareels
Conference Editor: Brett Ninness,
Håkan Hjalmarsson
Authors
Jan C. Willems; Ivan Markovsky; Bart De Moor
Identifier
10.3182/20060329-3-AU-2901.00043
Index Terms
most powerful unfalsified model,subspace identification,state construction
Abstract
In this presentation, we consider the problem of obtaining the state trajectory directly from an observed vector time-series. We show how the Hankel structure of the data matrix can be exploited in this construction. Both the cases of infinite as well as finite time-series are considered, but only deterministic systems are discussed.
References
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