Time-Varying Eigensystem Realization Algorithm
Conference Paper
Overview
Identity
Additional Document Info
Other
View All
Overview
abstract
An identification algorithm called the time-varying eigensystem realization algorithm is proposed to realize discrete-time-varying plant models from input and output experimental data. It is shown that this singular value decomposition based method is a generalization of the eigensystem realization algorithm developed to realize time invariant models from pulse response sequences. Using the results from discrete-time identification theory, the generalized Markov parameter and the generalized Hankel matrix sequences are computed via a least squares problem associated with the input-output map. The computational procedure presented in the paper outlines a methodology to extract a state space model from the generalized Hankel matrix sequence in different time-varying coordinate systems. The concept of free response experiments is suggested to identify the subspace of the unforced system response. For the special case of systems with fixed state space dimension, the free response subspace is used to construct a uniform coordinate system for the realized models at different time steps. Numerical simulation results on general systems discuss the details and effectiveness of the algorithms. Copyright 2009 by M. Majji, J. N. Juang, J. L. Junkins.
