By Topic

Smoothly time varying systems and Toeplitz least squares problems

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

2 Author(s)
Stewart, M. ; Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA ; Van Dooren, P.

This paper explores the implications of assuming a system to be smoothly time-varying for least squares based system identification, as well as conditions under which least squares solutions are smoothly time-varying. By requiring persistent excitation and that the order of the model be chosen appropriately, using a standard singular value based scheme, it is shown that the subspace tracking, least squares and total least squares problems all yield smooth solutions. Specific tracking bounds are given, which-show that any smooth system which realizes the input/output relation with small error must be close to the least squares solution. This indicates that if smoothness is desired, the least squares estimate is a reasonable choice. The underlying matrix problem has Toeplitz structure which can be exploited in the algorithmic implementation.

Published in:

American Control Conference, 1994  (Volume:3 )

Date of Conference:

29 June-1 July 1994