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

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

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)43-48
Number of pages6
JournalResearch Reports on Information Science and Electrical Engineering of Kyushu University
Volume9
Issue number1
Publication statusPublished - Mar 2004

Keywords

  • 4SID method
  • Eigenvector method
  • Least squares method
  • QR decomposition
  • Singular value decomposition

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