On stability of the identified model by 4SID method for SISO systems

Hong Yao; Lijuan Jia; Shunshoku Kanae; Zi Jiang Yang; Kiyoshi Wada

On stability of the identified model by 4SID method for SISO systems

Hong Yao, Lijuan Jia, Shunshoku Kanae, Zi Jiang Yang, Kiyoshi Wada

信息与电子学院

科研成果: 期刊稿件 › 文章 › 同行评审

摘要

In this paper a study is presented on Subspace State Space Identification (4SID) method for the SISO (Single-Input Single-Output) systems. It is seen that an intermediate vector which appears in the 4SID procedure is equal to the parameter of system pulse transfer function. It is also shown that 4SID method is equivalent to Eigenvector (EV) method for the SISO systems in the presence of white output noise. Computer simulations indicate that identified model by 4SID method may become unstable due to high output noise.

源语言	英语
页（从-至）	43-48
页数	6
期刊	Research Reports on Information Science and Electrical Engineering of Kyushu University
卷	9
期	1
出版状态	已出版 - 3月 2004

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title = "On stability of the identified model by 4SID method for SISO systems",

abstract = "In this paper a study is presented on Subspace State Space Identification (4SID) method for the SISO (Single-Input Single-Output) systems. It is seen that an intermediate vector which appears in the 4SID procedure is equal to the parameter of system pulse transfer function. It is also shown that 4SID method is equivalent to Eigenvector (EV) method for the SISO systems in the presence of white output noise. Computer simulations indicate that identified model by 4SID method may become unstable due to high output noise.",

keywords = "4SID method, Eigenvector method, Least squares method, QR decomposition, Singular value decomposition",

author = "Hong Yao and Lijuan Jia and Shunshoku Kanae and Yang, {Zi Jiang} and Kiyoshi Wada",

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T1 - On stability of the identified model by 4SID method for SISO systems

AU - Yao, Hong

AU - Jia, Lijuan

AU - Kanae, Shunshoku

AU - Yang, Zi Jiang

AU - Wada, Kiyoshi

PY - 2004/3

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N2 - In this paper a study is presented on Subspace State Space Identification (4SID) method for the SISO (Single-Input Single-Output) systems. It is seen that an intermediate vector which appears in the 4SID procedure is equal to the parameter of system pulse transfer function. It is also shown that 4SID method is equivalent to Eigenvector (EV) method for the SISO systems in the presence of white output noise. Computer simulations indicate that identified model by 4SID method may become unstable due to high output noise.

AB - In this paper a study is presented on Subspace State Space Identification (4SID) method for the SISO (Single-Input Single-Output) systems. It is seen that an intermediate vector which appears in the 4SID procedure is equal to the parameter of system pulse transfer function. It is also shown that 4SID method is equivalent to Eigenvector (EV) method for the SISO systems in the presence of white output noise. Computer simulations indicate that identified model by 4SID method may become unstable due to high output noise.

KW - 4SID method

KW - Eigenvector method

KW - Least squares method

KW - QR decomposition

KW - Singular value decomposition

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JF - Research Reports on Information Science and Electrical Engineering of Kyushu University

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ER -

On stability of the identified model by 4SID method for SISO systems

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