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State Representations From Finite Time Series | IEEE Conference Publication | IEEE Xplore

State Representations From Finite Time Series


Abstract:

We present two algorithms for construction of a state sequence of a linear time-invariant system from a finite exact trajectory of that system. The first algorithm uses t...Show More

Abstract:

We present two algorithms for construction of a state sequence of a linear time-invariant system from a finite exact trajectory of that system. The first algorithm uses the classical in subspace identification splitting of the data into "past" and "future" and computes a bases for the past-future intersection. The second algorithm, based on the shift-and-cut map, operates on a half deeper Hankel matrix.
Date of Conference: 15-15 December 2005
Date Added to IEEE Xplore: 30 January 2006
Print ISBN:0-7803-9567-0
Print ISSN: 0191-2216
Conference Location: Seville, Spain

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