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Subspace Identification

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This diskette goes together with the book:

Subspace Identification for Linear Systems

Theory - Implementation - Applications

By Peter Van Overschee and Bart De Moor

Kluwer Academic Publishers, 1996

It contains all algorithms described in the book.

Installation

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All algorithms in the book have been implemented in separate M-files.

The research however culminated in the function subid.m which

implements deterministic, stochastic and combined subspace

identification.  This function is an excellent place to start with.

After you have copied the files from the diskette to your

computer (for instance in the directory c:\subspace), you should

include the directory ;subfun' in your path:

> path(path,'c:\subspace\subfun');

Now change your directory to the 'examples' directory and

run the demo file 'sta_demo.m':

> cd c:\subspace\examples

> sta_demo

You will get a clear impression of what subspace identification

algorithms can do.

Now you are ready to rerun some of the applications.  To run for

instance the application of the flexible robot arm, do:

> cd c:\subspace\applic

> appl5

This will guide you through the demo and reproduce the results of the

book.  Now that you are at it, you could run some other applications

in this directory.

\nin You are now ready to try out your own problem.  You could just

use one of the subspace identification functions (for instance

'subid.m'.  Alternatively, you could also copy and adapt one of the

application M-files.

Overview:

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For practical applications, only the function 'subid' is of

importance.  The other subspace identification functions that are

included, are more of an academic nature:

Deterministic Identification: det_stat, det_alt, intersec, project / subid

Stochastic Identification:    sto_stat, sto_alt, sto_pos           / subid

Combined Identification:      com_stat, com_alt                    / subid

For more information on the stochastic identification, see the file

examples/sto_demo.m.

Notes:

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It should be noted that there is still room to improve the speed and

the memory usage of the algorithms, using for instance displacement

structure algorithms for the RQ decomposition and Lanczos algorithms

for the SVD.  The algorithms that have been implemented on this

diskette only use basic MATLAB commands (and no fancy optimized

C-code).  Feel free to improve, and let me know what you think:

peter.vanoverschee@esat.kuleuven.ac.be