| • Exact identification Outline • Algorithms for exact identification • Relation to deterministic subspace identification • Approximate identification • Conclusions (2008) | |||||||||||||||
Abstract | |||||||||||||||
| An exact identification problem Problem P1 (Exact identification) Given two vector time series ud = � ud(1),...,ud(T) � ∈ (R m) T yd = � yd(1),...,yd(T) � ∈ (R p) T “inputs” “outputs” find n ∈ N and an LTI system Σ of minimal order n, with m inputs and p outputs, such that (ud,yd) is a trajectory of Σ. What does it mean “is a trajectory of”? | |||||||||||||||
Publication details | |||||||||||||||
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