Recursive Subspace Identification Algorithm
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F06%3A03118363" target="_blank" >RIV/68407700:21230/06:03118363 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Recursive Subspace Identification Algorithm
Original language description
Modern control methods, like model predictive control, proved to be very effective in the industrial applications. However, the efficiency is often limited by the quality of the controlled system model, which is hard to obtain especially for the large systems with multiple inputs and multiple outputs.The recent advances in Subspace identification methods (4SID) showed that they could be successful in the identification of such models from real world data. We propose a new recursive 4SID method in the well-known least squares framework. The 4SID methods can be shown to give a model, which is an optimal multi-step predictor, in the sense of minimizing the sum of prediction errors on the measured input/output data for a certain prediction horizon. This fact can be exploited for recursive 4SID algorithm, allowing us to use recursive least squares with some type pf forgetting and even allows us to incorporate prior information in the field of otherwise black-box approach of 4SID methods.
Czech name
Není k dispozici
Czech description
Není k dispozici
Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GD102%2F03%2FH116" target="_blank" >GD102/03/H116: TALENT - coordinated education of Ph. D. students in control engineering and robotics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Radio-Electronics, Electrical and Power Engineering
ISBN
5-87789-022-0
ISSN
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e-ISSN
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Number of pages
2
Pages from-to
483-484
Publisher name
Moskovskij energeticeskij institut
Place of publication
Moscow
Event location
Moskva
Event date
Mar 2, 2006
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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