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Highlights from
Subspace Identification for Linear Systems

[At,Bt,Ct,Dt,Kt]=ss2obsv(A,B,... Observability matrix
[a,b,c,d,ko,x0]=x2thf(par,T,a...
allord(y,u,i,nall,AUX,W)
blkhank(y,i,j)
chkaux(AUXin,i,u,y,flag,W,sil...
com_alt(y,u,i,n,AUXin,W,sil); % Combined subspace identification (Algorithm 1)
com_stat(y,u,i,n,AUXin,W,sil); % Combined subspace identification (Algorithm 1)
det_alt(y,u,i,n,AUXin,sil); % Deterministic subspace identification (Algorithm 2)
det_stat(y,u,i,n,AUXin,sil); % Deterministic subspace identification (Algorithm 1)
gl2kr(A,G,C,L0)
intersec(y,u,i,n,AUXin,sil); % Deterministic subspace identification (Intersection)
kr2gl(A,K,C,R)
mydisp(flag,ss)
myss2th(A,B,C,D,K,flag)
predic(y,u,A,B,C,D,K,ax)
project(y,u,i,n,AUXin,sil); % Deterministic subspace identification (Projection)
show_res(tit,m,l,n_id,n_val,.... Function that shows the results of an application
simul(y,u,A,B,C,D,ax)
solvric(A,G,C,L0)
sto_alt(y,i,n,AUXin,W,sil); % Stochastic subspace identification (Algorithm 2)
sto_pos(y,i,n,AUXin,W,sil); % Stochastic subspace identification (Algorithm 3)
sto_stat(y,i,n,AUXin,W,sil); % Stochastic subspace identification (Algorithm 1)
subid(y,u,i,n,AUXin,W,sil); % General subspace identification
appl1.m
appl10.m
appl2.m
appl3.m
appl4.m
appl5.m
appl6.m
appl8.m
appl9.m
com_sim1.m
com_sim2.m
det_sim1.m
sta_demo.m
sto_demo.m
sto_sim1.m
sto_sim2.m
sto_sim3.m
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Subspace Identification for Linear Systems

by Peter van Overschee

27 Aug 2002 (Updated 30 Aug 2002)

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Description

This book focuses on the theory, implementation, and applications of subspace identification algorithms for linear time-invariant finite-dimensional dynamical systems.

For a full book description and ordering information, please refer to http://www.mathworks.com/support/books/book1458.jsp.

Acknowledgements

This submission has inspired the following:
Multivariable Subspace Identification: MOESP

MATLAB release

MATLAB 5.2 (R10)

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Everyone's Tags	algorithms, id, linear systems, subspace, subspace identification, system identification
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Comments and Ratings (10)
04 Jan 2003	Atique Malik	An excellent text. Good, clean code with the right amount of theory and very little BS in the exposition. Dr. Atique Malik ( ConocoPhillips, IL )
09 May 2003	Yang Maying
25 Sep 2003	hu LP
11 Apr 2004	w zh	It is a very useful tools box for the person who are engageing in related field! Thank you very much
30 Oct 2004	siavash jafari	FOR REASERCH
20 Nov 2006	Chen Kun	Excellent
07 Jun 2007	tva uce	It is very useful and interesting toolbox for students like me studying in system ID field. I highly appriciate the contribution of the authors.
31 Dec 2007	jafar Shalchian	nice but need some changes ...
07 Oct 2008	Ivam Gomez	Very good
12 May 2011	Lj Y	my matlab version is 2007b. unfortunately some functions are obsolete under 2007b, so they do not work well.

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Tag Activity for this File
Tag	Applied By	Date/Time
system identification	Peter van Overschee	22 Oct 2008 06:50:29
subspace identification	Peter van Overschee	22 Oct 2008 06:50:29
linear systems	Peter van Overschee	22 Oct 2008 06:50:29
id	Peter van Overschee	22 Oct 2008 06:50:29
subspace	Peter van Overschee	22 Oct 2008 06:50:29
algorithms	Peter van Overschee	22 Oct 2008 06:50:29

Highlights from Subspace Identification for Linear Systems

Subspace Identification for Linear Systems

Highlights from
Subspace Identification for Linear Systems