14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

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Paper WeA5.5

Willems, Jan C. (K.U. Leuven), Markovsky, Ivan (K.U. Leuven), De Moor, Bart (Katholieke Univ. Leuven)

State Construction in Subspace Identification

Scheduled for presentation during the Regular Session "Subspace identification" (WeA5), Wednesday, March 29, 2006, 11:50−12:10, Mulubinba Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 17, 2018

Keywords Subspace Methods, Multivariable System Identification, Identifiability

Abstract

In this presentation, we consider the problem of obtaining the state trajectory directly from an observed vector time-series. We show how the Hankel structure of the data matrix can be exploited in this construction. Both the cases of infinite as well as finite time-series are considered, but only deterministic systems are discussed.