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 27, 2023

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.