Title: High-performance numerical algorithms and software for subspace-based linear multivariable system identification
Authors: Sima, V ×
Sima, Diana
Van Huffel, Sabine #
Issue Date: Sep-2004
Publisher: Elsevier science bv
Series Title: Journal of computational and applied mathematics vol:170 issue:2 pages:371-397
Abstract: Basic algorithmic and numerical issues involved in subspace-based linear multivariable discrete-time system identification are described. A new identification toolbox-SLIDENT-has been developed and incorporated in the freely available Subroutine Library in Control Theory (SLICOT). Reliability, efficiency, and ability to solve industrial identification problems received a special consideration. Two algorithmic subspace-based approaches (MOESP and N4SID) and their combination, and both standard and fast techniques for data compression are provided. Structure exploiting algorithms and dedicated linear algebra tools enhance the computational efficiency and reliability. Extensive comparisons with the available computational tools based on subspace techniques show the better efficiency of the SLIDENT toolbox, at comparable numerical accuracy, and its capabilities to solve identification problems with many thousands of samples and hundreds of parameters. (C) 2004 Elsevier B.V. All rights reserved.
ISSN: 0377-0427
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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