Subspace Identification For Linear Systems

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Subspace Identification for Linear Systems

Peter van Overschee,B.L. de Moor
Subspace Identification for Linear Systems Book PDF

Author : Peter van Overschee,B.L. de Moor
Publisher : Springer Science & Business Media
Page : 263 pages
File Size : 41,5 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461304654

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Subspace Identification for Linear Systems by Peter van Overschee,B.L. de Moor Pdf

Subspace Identification for Linear Systems focuses on the theory, implementation and applications of subspace identification algorithms for linear time-invariant finite- dimensional dynamical systems. These algorithms allow for a fast, straightforward and accurate determination of linear multivariable models from measured input-output data. The theory of subspace identification algorithms is presented in detail. Several chapters are devoted to deterministic, stochastic and combined deterministic-stochastic subspace identification algorithms. For each case, the geometric properties are stated in a main 'subspace' Theorem. Relations to existing algorithms and literature are explored, as are the interconnections between different subspace algorithms. The subspace identification theory is linked to the theory of frequency weighted model reduction, which leads to new interpretations and insights. The implementation of subspace identification algorithms is discussed in terms of the robust and computationally efficient RQ and singular value decompositions, which are well-established algorithms from numerical linear algebra. The algorithms are implemented in combination with a whole set of classical identification algorithms, processing and validation tools in Xmath's ISID, a commercially available graphical user interface toolbox. The basic subspace algorithms in the book are also implemented in a set of Matlab files accompanying the book. An application of ISID to an industrial glass tube manufacturing process is presented in detail, illustrating the power and user-friendliness of the subspace identification algorithms and of their implementation in ISID. The identified model allows for an optimal control of the process, leading to a significant enhancement of the production quality. The applicability of subspace identification algorithms in industry is further illustrated with the application of the Matlab files to ten practical problems. Since all necessary data and Matlab files are included, the reader can easily step through these applications, and thus get more insight in the algorithms. Subspace Identification for Linear Systems is an important reference for all researchers in system theory, control theory, signal processing, automization, mechatronics, chemical, electrical, mechanical and aeronautical engineering.

Subspace Methods for System Identification

Tohru Katayama
Subspace Methods for System Identification Book PDF

Author : Tohru Katayama
Publisher : Springer Science & Business Media
Page : 400 pages
File Size : 42,7 Mb
Release : 2005-10-11
Category : Technology & Engineering
ISBN : 9781846281587

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Subspace Methods for System Identification by Tohru Katayama Pdf

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods. Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.

Subspace Methods for System Identification

Tohru Katayama
Subspace Methods for System Identification Book PDF

Author : Tohru Katayama
Publisher : Springer Science & Business Media
Page : 418 pages
File Size : 44,6 Mb
Release : 2005-06-15
Category : Technology & Engineering
ISBN : 1852339810

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Subspace Methods for System Identification by Tohru Katayama Pdf

An in-depth introduction to subspace methods for system identification in discrete-time linear systems thoroughly augmented with advanced and novel results, this text is structured into three parts. Part I deals with the mathematical preliminaries: numerical linear algebra; system theory; stochastic processes; and Kalman filtering. Part II explains realization theory as applied to subspace identification. Stochastic realization results based on spectral factorization and Riccati equations, and on canonical correlation analysis for stationary processes are included. Part III demonstrates the closed-loop application of subspace identification methods. Subspace Methods for System Identification is an excellent reference for researchers and a useful text for tutors and graduate students involved in control and signal processing courses. It can be used for self-study and will be of interest to applied scientists or engineers wishing to use advanced methods in modeling and identification of complex systems.

Modeling and Identification of Linear Parameter-Varying Systems

Roland Toth
Modeling and Identification of Linear Parameter Varying Systems Book PDF

Author : Roland Toth
Publisher : Springer Science & Business Media
Page : 337 pages
File Size : 53,6 Mb
Release : 2010-06-13
Category : Technology & Engineering
ISBN : 9783642138119

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Modeling and Identification of Linear Parameter-Varying Systems by Roland Toth Pdf

Through the past 20 years, the framework of Linear Parameter-Varying (LPV) systems has become a promising system theoretical approach to h- dle the controlof mildly nonlinear and especially position dependent systems which are common in mechatronic applications and in the process ind- try. The birth of this system class was initiated by the need of engineers to achieve better performance for nonlinear and time-varying dynamics, c- mon in many industrial applications, than what the classical framework of Linear Time-Invariant (LTI) control can provide. However, it was also a p- mary goal to preserve simplicity and “re-use” the powerful LTI results by extending them to the LPV case. The progress continued according to this philosophy and LPV control has become a well established ?eld with many promising applications. Unfortunately, modeling of LPV systems, especially based on measured data (which is called system identi?cation) has seen a limited development sincethebirthoftheframework. Currentlythisbottleneck oftheLPVfra- work is halting the transfer of the LPV theory into industrial use. Without good models that ful?ll the expectations of the users and without the und- standing how these models correspond to the dynamics of the application, it is di?cult to design high performance LPV control solutions. This book aims to bridge the gap between modeling and control by investigating the fundamental questions of LPV modeling and identi?cation. It explores the missing details of the LPV system theory that have hindered the formu- tion of a well established identi?cation framework.

Applied and Computational Control, Signals, and Circuits

Biswa N. Datta
Applied and Computational Control Signals and Circuits Book PDF

Author : Biswa N. Datta
Publisher : Springer Science & Business Media
Page : 568 pages
File Size : 43,7 Mb
Release : 1999-07-28
Category : Computers
ISBN : 0817639543

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Applied and Computational Control, Signals, and Circuits by Biswa N. Datta Pdf

The purpose of this annual series, Applied and Computational Control, Signals, and Circuits, is to keep abreast of the fast-paced developments in computational mathematics and scientific computing and their increasing use by researchers and engineers in control, signals, and circuits. The series is dedicated to fostering effective communication between mathematicians, computer scientists, computational scientists, software engineers, theorists, and practicing engineers. This interdisciplinary scope is meant to blend areas of mathematics (such as linear algebra, operator theory, and certain branches of analysis) and computational mathematics (numerical linear algebra, numerical differential equations, large scale and parallel matrix computations, numerical optimization) with control and systems theory, signal and image processing, and circuit analysis and design. The disciplines mentioned above have long enjoyed a natural synergy. There are distinguished journals in the fields of control and systems the ory, as well as signal processing and circuit theory, which publish high quality papers on mathematical and engineering aspects of these areas; however, articles on their computational and applications aspects appear only sporadically. At the same time, there has been tremendous recent growth and development of computational mathematics, scientific comput ing, and mathematical software, and the resulting sophisticated techniques are being gradually adapted by engineers, software designers, and other scientists to the needs of those applied disciplines.

System Identification

Lennart Ljung
System Identification Book PDF

Author : Lennart Ljung
Publisher : Pearson Education
Page : 873 pages
File Size : 49,6 Mb
Release : 1998-12-29
Category : Technology & Engineering
ISBN : 9780132440530

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System Identification by Lennart Ljung Pdf

The field's leading text, now completely updated. Modeling dynamical systems — theory, methodology, and applications. Lennart Ljung's System Identification: Theory for the User is a complete, coherent description of the theory, methodology, and practice of System Identification. This completely revised Second Edition introduces subspace methods, methods that utilize frequency domain data, and general non-linear black box methods, including neural networks and neuro-fuzzy modeling. The book contains many new computer-based examples designed for Ljung's market-leading software, System Identification Toolbox for MATLAB. Ljung combines careful mathematics, a practical understanding of real-world applications, and extensive exercises. He introduces both black-box and tailor-made models of linear as well as non-linear systems, and he describes principles, properties, and algorithms for a variety of identification techniques: Nonparametric time-domain and frequency-domain methods. Parameter estimation methods in a general prediction error setting. Frequency domain data and frequency domain interpretations. Asymptotic analysis of parameter estimates. Linear regressions, iterative search methods, and other ways to compute estimates. Recursive (adaptive) estimation techniques. Ljung also presents detailed coverage of the key issues that can make or break system identification projects, such as defining objectives, designing experiments, controlling the bias distribution of transfer-function estimates, and carefully validating the resulting models. The first edition of System Identification has been the field's most widely cited reference for over a decade. This new edition will be the new text of choice for anyone concerned with system identification theory and practice.

Filtering and System Identification

Michel Verhaegen,Vincent Verdult
Filtering and System Identification Book PDF

Author : Michel Verhaegen,Vincent Verdult
Publisher : Cambridge University Press
Page : 0 pages
File Size : 47,7 Mb
Release : 2012-07-19
Category : Technology & Engineering
ISBN : 1107405025

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Filtering and System Identification by Michel Verhaegen,Vincent Verdult Pdf

Filtering and system identification are powerful techniques for building models of complex systems. This 2007 book discusses the design of reliable numerical methods to retrieve missing information in models derived using these techniques. Emphasis is on the least squares approach as applied to the linear state-space model, and problems of increasing complexity are analyzed and solved within this framework, starting with the Kalman filter and concluding with the estimation of a full model, noise statistics and state estimator directly from the data. Key background topics, including linear matrix algebra and linear system theory, are covered, followed by different estimation and identification methods in the state-space model. With end-of-chapter exercises, MATLAB simulations and numerous illustrations, this book will appeal to graduate students and researchers in electrical, mechanical and aerospace engineering. It is also useful for practitioners. Additional resources for this title, including solutions for instructors, are available online at www.cambridge.org/9780521875127.

Linear Parameter-varying System Identification

Paulo Lopes dos Santos
Linear Parameter varying System Identification Book PDF

Author : Paulo Lopes dos Santos
Publisher : World Scientific
Page : 402 pages
File Size : 48,9 Mb
Release : 2012
Category : Mathematics
ISBN : 9789814355445

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Linear Parameter-varying System Identification by Paulo Lopes dos Santos Pdf

This review volume reports the state-of-the-art in Linear Parameter Varying (LPV) system identification. It focuses on the most recent LPV identification methods for both discrete-time and continuous-time models--

Advances in Neural Information Processing Systems 19

Bernhard Schölkopf,John Platt,Thomas Hofmann
Advances in Neural Information Processing Systems 19 Book PDF

Author : Bernhard Schölkopf,John Platt,Thomas Hofmann
Publisher : MIT Press
Page : 1668 pages
File Size : 53,6 Mb
Release : 2007
Category : Artificial intelligence
ISBN : 9780262195683

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Advances in Neural Information Processing Systems 19 by Bernhard Schölkopf,John Platt,Thomas Hofmann Pdf

The annual Neural Information Processing Systems (NIPS) conference is the flagship meeting on neural computation and machine learning. This volume contains the papers presented at the December 2006 meeting, held in Vancouver.

Linear Stochastic Systems

Anders Lindquist,Giorgio Picci
Linear Stochastic Systems Book PDF

Author : Anders Lindquist,Giorgio Picci
Publisher : Springer
Page : 781 pages
File Size : 50,8 Mb
Release : 2015-04-24
Category : Science
ISBN : 9783662457504

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Linear Stochastic Systems by Anders Lindquist,Giorgio Picci Pdf

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

System Identification (SYSID '03)

Paul Van Den Hof,Bo Wahlberg,Siep Weiland
System Identification SYSID 03 Book PDF

Author : Paul Van Den Hof,Bo Wahlberg,Siep Weiland
Publisher : Elsevier
Page : 2080 pages
File Size : 42,9 Mb
Release : 2004-06-29
Category : Science
ISBN : 0080437095

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System Identification (SYSID '03) by Paul Van Den Hof,Bo Wahlberg,Siep Weiland Pdf

The scope of the symposium covers all major aspects of system identification, experimental modelling, signal processing and adaptive control, ranging from theoretical, methodological and scientific developments to a large variety of (engineering) application areas. It is the intention of the organizers to promote SYSID 2003 as a meeting place where scientists and engineers from several research communities can meet to discuss issues related to these areas. Relevant topics for the symposium program include: Identification of linear and multivariable systems, identification of nonlinear systems, including neural networks, identification of hybrid and distributed systems, Identification for control, experimental modelling in process control, vibration and modal analysis, model validation, monitoring and fault detection, signal processing and communication, parameter estimation and inverse modelling, statistical analysis and uncertainty bounding, adaptive control and data-based controller tuning, learning, data mining and Bayesian approaches, sequential Monte Carlo methods, including particle filtering, applications in process control systems, motion control systems, robotics, aerospace systems, bioengineering and medical systems, physical measurement systems, automotive systems, econometrics, transportation and communication systems *Provides the latest research on System Identification *Contains contributions written by experts in the field *Part of the IFAC Proceedings Series which provides a comprehensive overview of the major topics in control engineering.

Exact and Approximate Modeling of Linear Systems

Ivan Markovsky,Jan C. Willems,Sabine Van Huffel,Bart De Moor
Exact and Approximate Modeling of Linear Systems Book PDF

Author : Ivan Markovsky,Jan C. Willems,Sabine Van Huffel,Bart De Moor
Publisher : SIAM
Page : 210 pages
File Size : 41,7 Mb
Release : 2006-01-31
Category : Mathematics
ISBN : 9780898716030

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Exact and Approximate Modeling of Linear Systems by Ivan Markovsky,Jan C. Willems,Sabine Van Huffel,Bart De Moor Pdf

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of possible outcomes rather than to be a priori bound to particular representations. The authors discuss exact and approximate fitting of data by linear, bilinear, and quadratic static models and linear dynamic models, a formulation that enables readers to select the most suitable representation for a particular purpose. This book presents exact subspace-type and approximate optimization-based identification methods, as well as representation-free problem formulations, an overview of solution approaches, and software implementation. Readers will find an exposition of a wide variety of modeling problems starting from observed data. The presented theory leads to algorithms that are implemented in C language and in MATLAB.

Least Squares Support Vector Machines

Johan A. K. Suykens,Tony Van Gestel,Jos De Brabanter
Least Squares Support Vector Machines Book PDF

Author : Johan A. K. Suykens,Tony Van Gestel,Jos De Brabanter
Publisher : World Scientific
Page : 318 pages
File Size : 45,5 Mb
Release : 2002
Category : Mathematics
ISBN : 9812381511

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Least Squares Support Vector Machines by Johan A. K. Suykens,Tony Van Gestel,Jos De Brabanter Pdf

This book focuses on Least Squares Support Vector Machines (LS-SVMs) which are reformulations to standard SVMs. LS-SVMs are closely related to regularization networks and Gaussian processes but additionally emphasize and exploit primal-dual interpretations from optimization theory. The authors explain the natural links between LS-SVM classifiers and kernel Fisher discriminant analysis. Bayesian inference of LS-SVM models is discussed, together with methods for imposing spareness and employing robust statistics. The framework is further extended towards unsupervised learning by considering PCA analysis and its kernel version as a one-class modelling problem. This leads to new primal-dual support vector machine formulations for kernel PCA and kernel CCA analysis. Furthermore, LS-SVM formulations are given for recurrent networks and control. In general, support vector machines may pose heavy computational challenges for large data sets. For this purpose, a method of fixed size LS-SVM is proposed where the estimation is done in the primal space in relation to a Nystrom sampling with active selection of support vectors. The methods are illustrated with several examples.

Identification of Linear Systems

J. Schoukens,R. Pintelon
Identification of Linear Systems Book PDF

Author : J. Schoukens,R. Pintelon
Publisher : Elsevier
Page : 353 pages
File Size : 46,8 Mb
Release : 2014-06-28
Category : Science
ISBN : 9780080912561

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Identification of Linear Systems by J. Schoukens,R. Pintelon Pdf

This book concentrates on the problem of accurate modeling of linear systems. It presents a thorough description of a method of modeling a linear dynamic invariant system by its transfer function. The first two chapters provide a general introduction and review for those readers who are unfamiliar with identification theory so that they have a sufficient background knowledge for understanding the methods described later. The main body of the book looks at the basic method used by the authors to estimate the parameter of the transfer function, how it is possible to optimize the excitation signals. Further chapters extend the estimation method proposed. Applications are then discussed and the book concludes with practical guidelines which illustrate the method and offer some rules-of-thumb.

Trends in Control

Alberto Isidori
Trends in Control Book PDF

Author : Alberto Isidori
Publisher : Springer Science & Business Media
Page : 424 pages
File Size : 45,7 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781447130611

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Trends in Control by Alberto Isidori Pdf

This book contains the text of the plenary lectures and the mini-courses of the European Control Conference (ECC 95) held in Rome, Italy, September 5-September 8, 1995. In particular, the book includes nine essays in which a selected number of prominent authorities present their views on some of the most recent developments in the theory and practice of control systems design and three self-contained sets of lecture notes. Some of the essays are focused on the topic of robust control. The article by J. Ackermann describes how to robustly control the rotational motions of a vehicle, to the purpose of simplifying the driver's task. The contribution by H. K wakernaak presents a detailed discussion of the requirements that performance and robustness impose on control systems design and of the symmetric roles of sensitivity and complementary sensitivity functions. The article by P. Boulet, B. A. Francis, P. C . Hughes and T. Hong describes an experimental testbed facility, called Daisy, whose dynamics emulate those of a real large flexible space structure and whose purpose is to test advanced identification and control design methods. The article of K. Glover discusses recent advances in uncertain system modeling, analysis and design, with ref erence to a flight control case study that has been test flown. The other essays describe advances in fundamental problems of control theory. The article by V. A. Yakubovich is a survey of certain new infinite horizon linear-quadratic optimization problems. The contribution by A. S.