A subspace fitting method for identification of linear state-spacemodels |
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Authors: | Swindlehust A Roy R Ottersten B Kailath T |
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Affiliation: | Dept. of Electr. & Comput. Eng., Brigham Young Univ., Provo, UT; |
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Abstract: | A new method is presented for the identification of systems parameterized by linear state-space models. The method relies on the concept of subspace fitting, wherein an input/output data model parameterized by the state matrices is found that best fits, in the least-squares sense, the dominant subspace of the measured data. Some empirical results are included to illustrate the performance advantage of the algorithm compared to standard techniques |
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