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Some Algorithmic Aspects of Subspace Identification With Inputs

Chiuso A., Picci G.

International Journal of Applied Mathematics and Computer Science

2001

Vol. 11, no 1

55-75

It has been experimentally verified that most commonly used subspace methods for identification of linear state-space systems with exogenous inputs may, in certain experimental conditions, run into ill-conditioning and lead to ambiguous results. An analysis of the critical situations has lead us to propose a new algorithmic structure which could be used either to test difficult cases and/or to implement a suitable combination of new and old algorithms presented in the literature to help fixing the problem.