Performance analysis of N4SID state-space system identification

被引：0
|
作者：
Flint, TW [1 ]
Vaccaro, RJ [1 ]
机构：
[1] Univ Rhode Isl, Dept Elect Engn, Kingston, RI 02881 USA
来源：
PROCEEDINGS OF THE 1998 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 1998年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper describes a statistical performance analysis method for multi-variate subspace system identification algorithms. The analysis is based on a recently developed perturbation expansion of the singular value decomposition. We demonstrate the technique by analyzing the numerical state-space subspace system identification algorithm N4SID. An expression for the variance of the identified eigenvalues based on a finite record of input/output data is derived and verified using MATLAB simulations.
引用
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页码：2766 / 2767
页数：2
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