Subspace model identification
After studying this chapter you will be able to
• derive the data equation that relates block Hankel matrices constructed from input–output data;
• exploit the special structure of the data equation for impulse input signals to identify a state-space model via subspace methods;
• use subspace identification for general input signals;
• use instrumental variables in subspace identification to deal with process and measurement noise;
• derive subspace identification schemes for various noise models;
• use the RQ factorization for a computationally efficient implementation of subspace identification schemes; ...