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Criteria for informative experiments with subspace identification

Chui,N.L.C. and Maciejowski J.M.

International Journal of Control, Volume 78, Number 5, Pages 326 - 344, March 2005

Abstract

Informative experiments are identification experiments which contain sufficient information for an identification algorithm to discriminate between different models in an intended model set. In this paper, a particular set of identification algorithms, namely subspace based identification, is considered. Criteria for experiments to be informative with these methods in the deterministic setup and the combined deterministic-stochastic setup are presented. It is pointed out that if these criteria are not satisfied, interesting phenomena, in which perfect cancellations of the deterministic components and the stochastic components occur in a subspace projection, may occur. It is further shown that such cancellations can indeed be avoided under mild conditions.

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BibTex Entry

@Article{,: author = {Chui,N.L.C. and Maciejowski J.M.},; journal = {International Journal of Control},; title = {Criteria for informative experiments with subspace identification},; year = {2005},; month = {March},; number = {5},; pages = {326 - 344},; volume = {78}
}



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