학술논문
State Representations From Finite Time Series
Document Type
Conference
Author
Source
Proceedings of the 44th IEEE Conference on Decision and Control Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on. :832-835 2005
Subject
Language
ISSN
0191-2216
Abstract
We present two algorithms for construction of a state sequence of a linear time-invariant system from a finite exact trajectory of that system. The first algorithm uses the classical in subspace identification splitting of the data into "past" and "future" and computes a bases for the past-future intersection. The second algorithm, based on the shift-and-cut map, operates on a half deeper Hankel matrix.