NDLI: On Weighting of Data Matrix in Subspace Identification

Content Provider	IEEE Xplore Digital Library
Author	Takei, Y. Nanto, H. Kanae, S. Zi-Jiang Yang Wada, K.
Copyright Year	2007
Description	Author affiliation: Kanazawa Inst. of Tech., Ishikawa (Takei, Y.; Nanto, H.)
Abstract	The MOESP types of the subspace algorithms which are originally proposed by Verhaegen are considered at the point of view from the weighting of the data matrices. We have proposed an interpretation of these types of subspace algorithms by using the Schur complement (SC) of the data product moment and derive a unified framework for the subspace-based identification. This paper shows the proposed unified approach for the subspace identification will be reviewed at the point of view from the results of the Subspace-based identification using instrumental variables (SIV) approach by Gustafsson. Furthermore, we consider the introduction of exponential forgetting factor which windows the data matrices to apply the algorithms to the slowly time-varying system. The data matrix is windowed to reduce the influence of old data, which the forgetting factor or the sliding window can be used. Here it will show that the window weighting can also be reformed as the weighting of the data product moment and the proposed unified framework still kept consequently.
Starting Page	4974
Ending Page	4979
File Size	169156
Page Count	6
File Format	PDF
ISBN	9781424414970
ISSN	01912216
DOI	10.1109/CDC.2007.4435002
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-12-12
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Instruments State estimation State-space methods Data mining Matrix decomposition USA Councils Robots Data engineering Systems engineering and theory Time varying systems
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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