Realization of Stable Models with Subspace Methods.
Chui N. L. C. and Maciejowski J. M.
Automatica, Volume 32, Number 11, Pages 1587-1595, 1996
Also available as Technical Report CUED/F-INFENG/TR222, Cambridge University Engineering Department, 1996.
Abstract
Subspace methods for system identification estimate the dynamics of state-space models either by using the `shift-invariance' property of an estimated observability or controllability matrix, or by estimating a state sequence and then solving a least-squares problem to obtain the system matrices. In either case it is possible for the estimated system to be unstable. We present algorithms to find stable approximants to a least-squares problem, which can then be applied to subspace methods to ensure stability. Either asymptotic or marginal stability can be ensured, in the latter case a pole or a pair of poles being forced to lie on the unit circle. In addition, some results on a sufficient condition for stability for least-squares solutions obtained by the shift invariance approach are derived.
BibTex Entry
- @Article{,
- author = {Chui N. L. C. and Maciejowski J. M.},
- journal = {Automatica},
- title = {Realization of Stable Models with Subspace Methods. },
- year = {1996},
- note = {Also available as Technical Report CUED/F-INFENG/TR222, Cambridge University Engineering Department, 1996.},
- number = {11},
- pages = {1587-1595},
- volume = {32}
- }
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