A subspace algorithm for balanced state space system identification
- 1 November 1993
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 38 (11) , 1727-1729
- https://doi.org/10.1109/9.262050
Abstract
In an earlier paper by Moonen et at. (1989), an algorithm has been introduced for identifying multivariable linear systems directly from input-output data. This new algorithm falls in the class of so-called subspace methods and resembles impulse response based realization algorithms. In this paper, we extend this algorithm by incorporating a balancing step, such that the identified model is always in balanced coordinates. With this modification, one obtains a data driven counterpart for Kung's realization algorithm.<>Keywords
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