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The use of the QR factorization in the partial realization problem

The use of the QR factorization of the Hankel matrix in solving the partial realization problem is analyzed. Straightforward use of the QR factorization results in a realization scheme that possesses all of the computational advantages of Rissanen's realization scheme. These latter properties are computational efficiency, recursiveness, use of limited computer memory, and the realization of a system triplet having a condensed structure. Moreover, this scheme is robust when the order of the system corresponds to the rank of the Hankel matrix. When this latter condition is violated, an approximate realization could be determined via the QR factorization. In this second scheme, the given Hankel matrix is approximated by a low-rank non-Hankel matrix. Furthermore, it is demonstrated that column pivoting might be incorporated in this second scheme. The results presented are derived for a single input/single output system, but this does not seem to be a restriction.

Verhaegen, M. H.↗

Variance and bias computation for enhanced system identification

A study is made of the use of a series of variance and bias confidence criteria recently developed for the eigensystem realization algorithm (ERA) identification technique. The criteria are shown to be very effective, not only for indicating the accuracy of the identification results (especially in terms of confidence intervals), but also for helping the ERA user to obtain better results. They help determine the best sample interval, the true system order, how much data to use and whether to introduce gaps in the data used, what dimension Hankel matrix to use, and how to limit the bias or correct for bias in the estimates.

Bergmann, Martin↗

Sensor-actuator placement for flexible structures with actuator dynamics

A novel approach for placement of sensors and actuators in control of flexible space structures is developed. Using an approximation of the control forces and output measurements by spatially continuous functions, the approach follows a nonlinear programming technique to determine optimal locations for sensors and actuators. Two different criteria are considered for the placement of sensors and actuators. The first criterion optimizes the location of the sensors and actuators in order to move the transmission zeros of the system farther to the left of the imaginary axis. The second criterion, however, places the sensors and actuators to optimize a function of the singular values of the Hankel matrix, which includes both measures of controllability and observability. Moreover, the effect of actuator dynamics in the placement of sensors and actuators is investigated.

Maghami, P. G.↗

Variance and bias computations for improved modal identification using ERA/DC

Variance and bias confidence criteria were recently developed for the eigensystem realization algorithm (ERA) identification technique. These criteria are extended for the modified version of ERA based on data correlation, ERA/DC, and also for the Q-Markov cover algorithm. The importance and usefulness of the variance and bias information are demonstrated in numerical studies. The criteria are shown to be very effective not only by indicating the accuracy of the identification results, especially in terms of confidence intervals, but also by helping the ERA user to obtain better results by seeing the effect of changing the sample time, adjusting the Hankel matrix dimension, choosing how many singular values to retain, deciding the model order, etc.

Longman, Richard W.↗

Linear prediction of stationary vector sequences

The class of all linear predictors of minimal order for a stationary vector-valued process is specified in terms of linear transformations on the associated Hankel covariance matrix. Two particular transformations, yielding computationally efficient construction schemes, are proposed.

Baram, Yoram↗

To Err is Normable: The Computation of Frequency-Domain Error Bounds from Time-Domain Data

This paper exploits the relationships among the time-domain and frequency-domain system norms to derive information useful for modeling and control design, given only the system step response data. A discussion of system and signal norms is included. The proposed procedures involve only simple numerical operations, such as the discrete approximation of derivatives and integrals, and the calculation of matrix singular values. The resulting frequency-domain and Hankel-operator norm approximations may be used to evaluate the accuracy of a given model, and to determine model corrections to decrease the modeling errors.

Hartley, Tom T.↗