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N4SID: Numerical Algorithms for State Space Subspace System Identification

Authors: Peter Van Overschee, Bart De Moor

Published: 1994 (Conference Paper)

Source: IFAC World Congress

Algorithm: N4SID

DOI: 10.1016/S1474-6670(17)48221-8

Summary

Introduces the N4SID algorithm, which identifies linear state-space models from input-output data using projections of block Hankel matrices, providing a numerically robust approach to subspace system identification.

Abstract

We present a new dynamical system identification algorithm. In this new framework, the concept of a state is emphasized.

Primary

Paper sciencedirect.com

Standard

DOI 10.1016/S1474-6670(17)48221-8

Alternate

people.duke.edu PDF people.duke.edu

Tags

  • System identification

  • Subspace identification

  • Subspace methods

  • State space models

  • N4SID