Cart (Loading....) | Create Account
Close category search window

Fast identification of state-space models via exploitation of displacement structure

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Young Man Cho ; Inf. Syst. Lab., Stanford Univ., CA, USA ; Guanghan Xu ; Kailath, T.

The computational burden of state-space model identification has prevented its real-time application, although it offers some important advantages over other methods based on input/output transfer functions. A recently proposed state-space identification method uses ideas from sensor array signal processing to somewhat reduce the computational burden. The major costs still remain because of the need for the singular value (or sometimes QR) decomposition, which requires O(MN2) hops and O(N2) storage when the data matrix has size M×N, N>M. It turns out that proper exploitation, using results from the theory of displacement structure, of the Toeplitz-like nature of several matrices arising in the procedure reduces the computational effort to O(MN) flops with O(M2+N) storage. Further computational gains are made by using the recently developed fast subspace decomposition methods. Results of the study of an actual system are described

Published in:

Automatic Control, IEEE Transactions on  (Volume:39 ,  Issue: 10 )

Date of Publication:

Oct 1994

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.