17th International Symposium on
Mathematical Theory of Networks and Systems
Kyoto International Conference Hall, Kyoto, Japan, July 24-28, 2006

MTNS 2006 Paper Abstract

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Paper TuP09.3

Katayama, Tohru (Doshisha Univ.)

A System Theoretic Interpretation of LQ Decomposition in Subspace Identification Methods

Scheduled for presentation during the Regular Session "Linear System Identification II" (TuP09), Tuesday, July 25, 2006, 16:10−16:35, Room J

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on May 19, 2024

Keywords Linear system identification

Abstract

In this paper, motivated by the fundamental lemma due to Willems et al.(2004), we re-visit the deterministic subspace identification methods, i.e. the MOESP and N4SID methods, and show that each column vector of the L-matrix of the LQ decomposition used in these methods is a pair of input-output vectors of the system. This reveals a system theoretic meaning of the LQ decomposition in subspace identification methods.