Stochastic subspace identification of linear systems with observation outliers
Proceedings of the 44th IEEE Conference on Decision and Control, 2006This paper considers a problem of identifying stochastic linear systems subject to observation outliers, where the observation noise contains large values with a low probability. A stochastic subspace identification method for the problem is developed based on a block LQ decomposition, introducing a weighting matrix to delete outputs which are ...
Hideyuki Tanaka +2 more
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N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
Automatica, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Peter Van Overschee, Bart De Moor
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On “Subspace Methods” Identification and Stochastic Model Reduction
IFAC Proceedings Volumes, 1994Abstract In this paper the problem of stochastic model identification from estimated covariances is considered. In this context, we analyze a class of popular subspace identification procedures in the theoretical framework of rational covariance extension and balanced model reduction, and we demonstrate that they are based on a hidden assumption ...
Anders Lindquist, Giorgio Picci
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An improved stochastic subspace identification for operational modal analysis
Measurement: Journal of the International Measurement Confederation, 2012Abstract An improved stochastic subspace identification algorithm is introduced to solve the low computational efficiency problem of the Data-driven stochastic subspace identification. Compared with the conventional algorithm, it needs much less cost of memory and computing time because it does not have a process of the QR decomposition of Hankel ...
Baoping Tang, Guowen Zhang
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Subspace identification for a stochastic model of bubonic plague
2016 35th Chinese Control Conference (CCC), 2016Based on the model of bubonic plague, the corresponding stochastic model with stochastic disturbances is given. According to the data of bubonic plague from the World Health Organization, the coefficient matrices and noise intensity of the model are obtained by subspace identification method.
Miao Yu +4 more
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Decentralized multivariate identification of interconnected systems by a stochastic subspace method
Proceedings of the 41st IEEE Conference on Decision and Control, 2002., 2004In this work an identification methodology for decentralized multivariate identification of serial interconnected systems by a stochastic subspace method is proposed. The global system identification is made through the individual identification of these subsystems.
Celso Pascoli Bottura +1 more
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Uncertainty quantification for stochastic subspace identification on multi-setup measurements
IEEE Conference on Decision and Control and European Control Conference, 2011In Operational Modal Analysis, the modal parameters (natural frequencies, damping ratios and mode shapes), obtained from Stochastic System Identification of structures, are subject to statistical uncertainty from ambient vibration measurements. It is hence necessary to evaluate the uncertainty bounds of these obtained results.
Michael Döhler +2 more
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Stochastic subspace identification of linear systems with observation outliers
21st Mediterranean Conference on Control and Automation, 2013We propose a diagnostic for the state space model fitting time series formed by deleting observations from the data and measuring the change in the estimates of the parameters. A method is proposed for distinguishing an observational outlier from an innovational one.
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Realization of stochastic systems with exogenous inputs and subspace identification methods
Automatica, 1999The paper solves the stochastic realization problem for a discrete-time stationary process with an exogenous input. The oblique projection of the future outputs on the space of the past observations along the space of the future inputs is factorized as a product of the extended observability matrix and the state vector.
Tohru Katayama, Giorgio Picci
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Recursive stochastic subspace identification for structural parameter estimation
SPIE Proceedings, 2009Identification of structural parameters under ambient condition is an important research topic for structural health monitoring and damage identification. This problem is especially challenging in practice as these structural parameters could vary with time under severe excitation.
C. C. Chang, Z. Li
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