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Multivariable Subspace Identification: MOESP

27 Apr 2008 (Updated 04 Nov 2009)

A tool for subspace identification using the MOESP algorithm.

File Information
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)
Zip File Content
Other Files	license.txt, moesp.m

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Everyone's Tags	state space identification, subspace identifica, system identification
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Comments and Ratings (1)
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

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