System identification methods for (operational) modal analysis: review and comparison

E Reynders - Archives of Computational Methods in Engineering, 2012 - Springer
Operational modal analysis deals with the estimation of modal parameters from vibration
data obtained in operational rather than laboratory conditions. This paper extensively …

Statistical learning theory for control: A finite-sample perspective

A Tsiamis, I Ziemann, N Matni… - IEEE Control Systems …, 2023 - ieeexplore.ieee.org
Learning algorithms have become an integral component to modern engineering solutions.
Examples range from self-driving cars and recommender systems to finance and even …

Asymptotic properties of subspace estimators

D Bauer - Automatica, 2005 - Elsevier
Since the proposal of subspace methods in the 1980s and early 1990s substantial efforts
have been made in the analysis of the statistical properties of the algorithms. This paper …

Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms

D Bauer, L Ljung - Automatica, 2002 - Elsevier
In this paper the effect of some weighting matrices on the asymptotic variance of the
estimates of linear discrete time state space systems estimated using subspace methods is …

On the ill-conditioning of subspace identification with inputs

A Chiuso, G Picci - Automatica, 2004 - Elsevier
There is experimental evidence that the performance of standard subspace algorithms from
the literature (eg the N4SID method) may be surprisingly poor in certain experimental …

Sensor Fault Detection and Isolation Using System Dynamics Identification Techniques.

L Jiang - 2011 - deepblue.lib.umich.edu
A sensor, generally composed of a power supply, a sensing device, a transducer, and a
signal processor, behaves like any other dynamic system. A damage in any of its …

Nonstationary consistency of subspace methods

A Benveniste, L Mevel - IEEE Transactions on Automatic …, 2007 - ieeexplore.ieee.org
In this paper, we study ldquononstationary consistencyrdquo of subspace methods for
eigenstructure identification, ie, the ability of subspace algorithms to converge to the true …

Asymptotic variance of closed-loop subspace identification methods

A Chiuso - IEEE Transactions on Automatic Control, 2006 - ieeexplore.ieee.org
In this paper, the asymptotic properties of a version of the" innovation estimation" algorithm
by Qin and Ljung as well as of a version of the" whitening filter" based algorithm introduced …

Comparing the CCA subspace method to pseudo maximum likelihood methods in the case of no exogenous inputs

D Bauer - Journal of Time Series Analysis, 2005 - Wiley Online Library
This paper deals with the CCA subspace algorithm proposed in Larimore [Proceeding of
1983 American Control Conference (1983) pp. 445–451], which constitutes an alternative to …

Estimating linear dynamical systems using subspace methods

D Bauer - Econometric Theory, 2005 - cambridge.org
This paper provides a survey on a class of so-called subspace methods whose main
proponent is CCA proposed by Larimore (1983, Proceedings of the 1983 American Control …