Scilab Function

findBD - initial state and system matrices B and D of a discrete-time system

Calling Sequence

[(x0) (,B (,D)) (,V) (,rcnd)] = findBD(jobx0,comuse (,job),A (,B),C (,D),Y



findBD function for estimating the initial state and the system matrices B and D of a discrete-time system, using SLICOT routine IB01CD.

     [x0,Br,V,rcnd] = findBD(1,1,1,A,C,Y,U)
   [x0,Br,Dr,V,rcnd] = findBD(1,1,2,A,C,Y,U)
        [Br,V,rcnd] = findBD(2,1,1,A,C,Y,U)
      [B,Dr,V,rcnd] = findBD(2,1,2,A,C,Y,U)
       [x0,V,rcnd] = findBD(1,2,1,A,B,C,Y,U)
       [x0,V,rcnd] = findBD(1,2,2,A,B,C,D,Y,U)
         [x0,rcnd] = findBD(2,2)      // (Set x0 = 0, rcnd = 1)
       [x0,V,rcnd] = findBD(1,3,A,C,Y)

Note: the example lines above may contain at the end the parameters tol, printw, ldwork.

FINDBD estimates the initial state and/or the system matrices Br and Dr of a discrete-time system, given the system matrices A, C, and possibly B, D, and the input and output trajectories of the system.

The model structure is :

         x(k+1) = Ax(k) + Bu(k),   k >= 1,
         y(k)   = Cx(k) + Du(k),

where x(k) is the n-dimensional state vector (at time k),

u(k) is the m-dimensional input vector,

y(k) is the l-dimensional output vector,

and A, B, C, and D are real matrices of appropriate dimensions.



See Also