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This paper is concerned with the identification of a class of piecewise affine systems called a piecewise affine autoregressive exogenous (PWARX) model. The PWARX model is composed of ARX sub-models each of which corresponds to a polyhedral region of the regression space. Under the temporary assumption that the number of sub-models is known a priori, the(More)
In this paper, we consider a stochastic realization problem with finite covariance data based on " LQ decomposition " in a Hilbert space, and re-derive a non-stationary finite-interval realization ([4, 5]). We develop a new algorithm of computing system matrices of the finite-interval realization by LQ decomposition, followed by the SVD of a certain block(More)
We develop a closed loop subspace identification method based on stochastic realization theory. Using the preliminary orthogonal decomposition of (Picci and Katayama, 1996b) we show that, under the assumption that the exogenous input is feedback-free and persistently exciting (PE), the identification of closed loop systems is divided into two subproblems:(More)