findAC - discrete-time system subspace identification
- [A,C] = findAC(S,N,L,R,METH,TOL,PRINTW)
- [A,C,RCND] = findAC(S,N,L,R,METH,TOL,PRINTW)
: integer, the number of block rows in the block-Hankel matrices
: matrix, relevant part of the R factor of the concatenated block-Hankel matrices computed by a call to findr.
: integer, an option for the method to use
- = 1
: MOESP method with past inputs and outputs;
- = 2
: N4SID method;
Default: METH = 3.
: the tolerance used for estimating the rank of matrices. If TOL > 0, then the given value of TOL is used as a lower bound for the reciprocal condition number. Default: prod(size(matrix))*epsilon_machine where epsilon_machine is the relative machine precision.
: integer, switch for printing the warning messages.
= 1: print warning messages;
- = 0: do not print warning messages.
Default: PRINTW = 0.
: matrix, state system matrix
: matrix, output system matrix
: vector of length 4, condition numbers of the matrices involved in rank decision
[A,C] = findAC(S,N,L,R,METH,TOL,PRINTW) computes the system matrices A and C. The model structure is: x(k+1) = Ax(k) + Bu(k) + Ke(k), k >= 1, y(k) = Cx(k) + Du(k) + e(k), where x(k) and y(k) are vectors of length N and L, respectively.
[A,C,RCND] = findAC(S,N,L,R,METH,TOL,PRINTW) also returns the vector RCND of length 4 containing the condition numbers of the matrices involved in rank decisions.
finds the system matrices A and C of a discrete-time system, given the
system order and the relevant part of the R factor of the concatenated
block-Hankel matrices, using subspace identification techniques (MOESP
Matrix R, computed by findR, should be determined with suitable arguments
METH and JOBD.
//generate data from a given linear system
A = [ 0.5, 0.1,-0.1, 0.2;
0.1, 0, -0.1,-0.1;
0.8, 0, -0.6,-0.6];
B = [0.8;0.1;1;-1];
C = [1 2 -1 0];
// Compute R
[R,N,SVAL] = findR(S,Y',U');
[A,C] = findAC(S,N,L,R,METH,TOL);