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Multivariable Subspace Identification: MOESP

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Multivariable Subspace Identification: MOESP

by Yi Cao

 

27 Apr 2008 (Updated 04 Nov 2009)

A tool for subspace identification using the MOESP algorithm.

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Description

This is a small but powerful tool for multivariable subspace identification. It implements the so called Multivariable Output Error State Space algorithm.

The identification is carried out in two steps by using the nested function technique. The main function returns a score vector for the subspace obtained from the input and output data. From the score vector, users can easily determine an appropriate order for the model to be identified. Then, by calling the function handle, also returned by the main function, with the determined order, the state space matrices are obtained.

An example is included to show how to use this tool.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Subspace Identification for Linear Systems
This submission has inspired the following:
Stochastic Subspace Realization

MATLAB release MATLAB 7.6 (R2008a)
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27 May 2009 Erdal Bizkevelci  
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Updates
04 Nov 2009

corrected two errors in the example.

Tag Activity for this File
Tag Applied By Date/Time
system identification Yi Cao 22 Oct 2008 09:59:15
state space identification Yi Cao 22 Oct 2008 09:59:15
subspace identifica Yi Cao 22 Oct 2008 09:59:15
state space identification Feynrad Rad 04 Jan 2010 00:20:13

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