Abstract
This paper proposes a subspace identification method involving a priori knowledge characterized as the moment of the transfer function. First, it is shown that any moment defined on the complex plane is expressed in terms of the solution to a Sylvester matrix equation with real-valued coefficients. Then, incorporating the Sylvester equation with the conventional subspace method, we formulate a moment-constrained subspace identification problem. Application of a proper weight reduces the constrained identification problem to a non-constrained quadratic programming. Finally, we propose a two-stage identification procedure: First, in the preliminary identification stage, the moments are estimated by using a specific input signal. Then, in the main identification stage, a state-space model is constructed based on the proposed identification method using the measured input-output data and the estimated moments. The effectiveness of the two-stage procedure is shown in a numerical simulation.
Original language | English |
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Title of host publication | Proceedings of the IEEE Conference on Decision and Control |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 2731-2736 |
Number of pages | 6 |
Volume | 2016-February |
ISBN (Print) | 9781479978861 |
DOIs | |
Publication status | Published - 2016 Feb 8 |
Event | 54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan Duration: 2015 Dec 15 → 2015 Dec 18 |
Other
Other | 54th IEEE Conference on Decision and Control, CDC 2015 |
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Country | Japan |
City | Osaka |
Period | 15/12/15 → 15/12/18 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modelling and Simulation
- Control and Optimization