Wouter Favoreel

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In the present paper the authors generalize linear subspace identification theory to an analog theory for the subspace identification of bilinear systems. A major assumption they make is that the inputs of the system should be white and mutually independent. It is shown that in that case most of the properties of linear subspace identification theory can be(More)
When only input/output data of a system are available the classical way to design a linear quadratic Gaussian controller consists of mainly three separate parts. First a system identi cation step is performed to nd the system parameters. With these parameters a Kalman lter is designed to nd an estimate of the state of the system. Finally, this state is then(More)
We present the basic notions on subspace identiication algorithms for linear systems. These methods estimate state sequences or extended observability matrices directly from the given data, through an orthogonal or oblique projection of the row spaces of certain block Hankel matrices into the row spaces of others. The extraction of the state space model is(More)
In this paper, we generalize a class of existing linear sub-space identification techniques to subspace identification algorithms for bilinear, discrete time, time invariant systems. It is shown that in the case that the input is white, most of the properties of linear subspace identification can be extended to equivalent properties for bilinear systems.(More)
We give a general overview of the state-of-the-art in subspace system identi®cation methods. We have restricted ourselves to the most important ideas and developments since the methods appeared in the late eighties. First, the basics of linear subspace identi®cation are summarized. Di€erent algorithms one ®nds in literature (such as N4SID, IV-4SID, MOESP,(More)
The introduction of digital video has lead to a wide range of new video applications, including storage for information systems. Even though interactivity enables browsing and instant playback for such systems, the high information density and the large amounts of data result in cumbersome searching to find the information of interest. To solve this(More)
Since the appearance of subspace system identification in literature different subspace algorithms are available in practice. The most commonly used algorithms are CVA, N4SID and MOESP. Although they all follow the same philosophy, their practical implementation can differ considerably. In the present paper it is our intention to make a direct comparison(More)