Linear system identification via an asymptotically stable observer

  • M. Phan
  • L. G. Horta
  • J. N. Juang
  • R. W. Longman
Contributed Papers

Abstract

This paper presents a formulation for identification of linear multivariable systems from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero corresponding to a deadbeat observer. In this formulation, the Markov parameters of the observer are first identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer and used to realize a state space model of the system. The basic mathematical formulation is derived, and numerical examples are presented to illustrate the proposed method.

Key Words

System identification observer identification pole placement state space realization Markov parameters observer Markov parameters 

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Copyright information

© Plenum Publishing Corporation 1993

Authors and Affiliations

  • M. Phan
    • 1
  • L. G. Horta
    • 2
  • J. N. Juang
    • 2
  • R. W. Longman
    • 3
  1. 1.Lockheed Engineering and Sciences CompanyHampton
  2. 2.Spacecraft Dynamics BranchNASA Langley Research CenterHampton
  3. 3.Columbia UniversityNew York

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