제어로봇시스템학회:학술대회논문집

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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An Interpretation of QR Factorization in Subspace Identification

  • Takei, Yoshinori (Department of Electrical and Electronic Systems Engineering, Graduate School of Information Science and Electrical Engineering, Kyushu University) ;
  • Imai, Jun (Department of Electrical and Electronic Systems Engineering, Graduate School of Information Science and Electrical Engineering, Kyushu University) ;
  • Wada, Kiyoshi (Department of Electrical and Electronic Systems Engineering, Graduate School of Information Science and Electrical Engineering, Kyushu University)
  • Published : 1999.10.01
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Abstract

Subspace-based state space system identification (4SID) methods have been demonstrated to per-form well in a number of applications, but the properties of these have not been fully analyzed or understood yet. For applying the methods, no assumptions on structure of realization are needed and any coordinate transformation is allowed for the estimates. This is one reason why many kinds of properties expected for identification procedures have not been clarified yet. We illustrate, by using Schur complement, an interpretation of the R matrix yielded by the QR factorization in the 4SID procedure. The results in this paper can be useful for analysis of properties of parameters obtained by 4SID methods.

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