System identification: theory for the user
System identification: theory for the user
A unifying theorem for three subspace system identification algorithms
Automatica (Journal of IFAC) - Special issue on trends in system identification
Automatica (Journal of IFAC)
Filtering and System Identification: A Least Squares Approach
Filtering and System Identification: A Least Squares Approach
Spatial analysis using new properties of the cross-spectral matrix
IEEE Transactions on Signal Processing
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
Automatica (Journal of IFAC)
Bootstrap-based estimates of uncertainty in subspace identification methods
Automatica (Journal of IFAC)
Hi-index | 22.14 |
In this paper, the problem of determining a canonical state-space representation for multivariable systems is revisited. A method is derived to build a canonical state-space representation directly from data generated by a linear time-invariant system. Contrary to the classic construction methods of canonical parameterizations, the technique developed in this paper does not assume the availability of any observability or controllability indices. However, it requires the A-matrix of any minimal realization of the system to be non-derogatory. A subspace-based identification algorithm is also introduced to estimate such a canonical state-space parameterization directly from input-output data.