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Realization and Subspace Identification of Continuous-Time Stochastic Systems

Research Project

Project/Area Number 11650446
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Control engineering
Research InstitutionKYOTO UNIVERSITY

Principal Investigator

KATAYAMA Tohru  Kyoto University, School of Informatics, Professor, 情報学研究科, 教授 (40026175)

Co-Investigator(Kenkyū-buntansha) TANAKA Hideyuki  Kyoto University, School of Informatics, Research Associate, 情報学研究科, 助手 (90303883)
TAKABA Kiyotsugu  Kyoto University, School of Informatics, Associate Professor, 情報学研究科, 助教授 (30236343)
Project Period (FY) 1999 – 2000
Project Status Completed (Fiscal Year 2000)
Budget Amount *help
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2000: ¥1,400,000 (Direct Cost: ¥1,400,000)
Fiscal Year 1999: ¥2,000,000 (Direct Cost: ¥2,000,000)
KeywordsStochastic Realization / Subspace Method / δ-Operator Model / Continuous-Time System / QR Decomposition / Closed-Loop Identification / 部分空間同定法 / 連続時間状態空間モデル / 閉ループ系の同定
Research Abstract

In standard system identification, the discrete-time models are commonly employed since the plant input-output data are sampled, stored and processed digitally. For mechanical systems, however, it is necessary to identify mass, spring constant and damping factor in the continuous-time model, since most physical systems are continuous in time. This fact motivates recent development in continuous-time system identification.
1. We derive an approximate δ-operator model and then the δ-operator innovation model for a continuous-time stochastic system. Then, applying the MOESP-type subspace identification method to the innovation model, we have obtained a new subspace identification method for a continuous-time system. Moreover, the instrumental matrix is introduced in order to improve the accuracy of the identified models. Simulation results are included. These results are presented at the 31st ISCIE Stochastic System Symposium (1999) and published in Trans. ISCIE (2001).
2. We applied the above δ-operator based technique to the identification of a continuous-time closed-loop system under the assumption that the controller is known. Based on the dual Youla parametrization, the closed-loop identification problem is transformed to an equivalent open-loop identification for the joint input-output process of the plant. The estimate of the desired open-loop transfer matrix is algebraically derived from the state-space model of the joint process. It should be noted that the present technique can be used for the case where the knowledge of controller is available. Simulation results shows that the present technique is applied to the identification of unstable plant. The result is presented at the 3rd Asian Control Conference (2000).
3. Based on the δ-operator approximation, we have derived a method of model set identification for a continuous-time stochastic system by using the modified ellipsoidal bounding technique. The result is published in Trans. ISCIE (1999).

Report

(3 results)
  • 2000 Annual Research Report   Final Research Report Summary
  • 1999 Annual Research Report
  • Research Products

    (10 results)

All Other

All Publications (10 results)

  • [Publications] D.Huang: "A Subspace-Based Method for Continuous-Time Model Identification by Using δ-Operator Model"システム制御情報学会論文誌. 14・1. 1-9 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "A Closed-loop State-Space Identification of Continuous-Time Systems using δ-Operator Model"Proc. 3rd Asian Control Conference,Shanghai. 670-675 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "Estimation of Parameter Bounds for Continuous-Time Systems with Delay and Its Application to Robust I-PD Controller Design"システム制御情報学会論文誌. 12・9. 540-548 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "A Subspace-Based Method for Continuous-Time Model Identification by Using δ-Operator Model"Trans.Inst.Systems, Control and Information Engineers. 14-1. 1-9 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "A Closed-loop State-Space Identification of Continuous-Time Systems using δ-Operator Model"Proc.3rd Asian Control Conference, Shanghai. 670-675 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "Estimation of Parameter Bounds for Continuous-Time Systems with Delay and Its Application to Robust I-PD Controller Design"Trans.Inst.Systems, Control and Information Engineers. 12-9. 540-548 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] D.Huang: "A Subspace-Based Method for Continuous-Time Model Identification by Using δ-Operator Model"システム制御情報学会論文誌. 14・1. 1-9 (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] D.Huang: "A Closed-loop State-Space Identification of Continuous-Time Systems using δ-Operator Model"Proc.3rd Asian Control Conference,Shanghai. 670-675 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Katayama: "Realization of Stochastic Systems with Exogenous Inputs and Subspace Identification Methods"Automatica. 35・10. 1635-1652 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] D.Huang: "A Subspace Identification of Continuous-Time Systems Usingδ-Operator Model"第31回確率システムシンポジウムの議事録. (1999)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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