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dc.contributor.author
Smith, Roy
dc.date.accessioned
2022-02-10T10:28:46Z
dc.date.available
2017-06-11T14:09:09Z
dc.date.available
2018-07-18T16:20:11Z
dc.date.available
2018-07-19T06:14:51Z
dc.date.available
2022-02-10T10:28:46Z
dc.date.issued
2014-11
dc.identifier.issn
0018-9286
dc.identifier.issn
1558-2523
dc.identifier.other
10.1109/TAC.2014.2351731
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/93277
dc.identifier.doi
10.3929/ethz-b-000093277
dc.description.abstract
Subspace identification techniques have gained widespread acceptance as a method of obtaining a low-order model from data. These are based on using the singular-value decomposition as a means of estimating the underlying system order and extracting a basis for the extended observability space. In the presence of noise rank determination becomes difficult and the low rank estimates lose the structure required for exact realizability. Furthermore the noise corrupts the singular values in a manner that is inconsistent with physical noise processes. These problems are addressed by an optimization based approach using a nuclear norm minimization objective. By using Hankel matrices as the underlying data structure exact realizability of the low rank system models is maintained. Noise in the data enters the formulation linearly, allowing for the inclusion of more realistic noise weightings. A cumulative spectral weight is presented and shown to be useful in estimating models from data corrupted via noise. A numerical example illustrates the characteristics of the problem.
en_US
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
IEEE
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Linear algebra
en_US
dc.subject
Optimization methods
en_US
dc.subject
Pareto optimization
en_US
dc.subject
State-space methods
en_US
dc.subject
System identification
en_US
dc.title
Frequency Domain Subspace Identification Using Nuclear Norm Minimization and Hankel Matrix Realizations
en_US
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2014-08-26
ethz.journal.title
IEEE Transactions on Automatic Control
ethz.journal.volume
59
en_US
ethz.journal.issue
11
en_US
ethz.journal.abbreviated
IEEE trans. automat. contr
ethz.pages.start
2886
en_US
ethz.pages.end
2896
en_US
ethz.size
11 p.
en_US
ethz.version.deposit
acceptedVersion
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
New York, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::08814 - Smith, Roy (Tit.-Prof.)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::08814 - Smith, Roy (Tit.-Prof.)
ethz.date.deposited
2017-06-11T14:09:58Z
ethz.source
ECIT
ethz.identifier.importid
imp59365295e426d59465
ethz.ecitpid
pub:146609
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-13T12:16:33Z
ethz.rosetta.lastUpdated
2022-03-29T18:45:09Z
ethz.rosetta.versionExported
true
ethz.COinS
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