scholarly journals Convergence analysis of instrumental variable recursive subspace identification algorithms

Automatica ◽  
2007 ◽  
Vol 43 (8) ◽  
pp. 1377-1386 ◽  
Author(s):  
Guillaume Mercère ◽  
Marco Lovera
Keyword(s):  
Convergence Analysis ◽  
Instrumental Variable ◽  
Subspace Identification

Stochastic System Identification for Operational Modal Analysis: A Review

2001 ◽  
Vol 123 (4) ◽  
pp. 659-667 ◽  
Author(s):  
Bart Peeters ◽  
Guido De Roeck
Keyword(s):  
System Identification ◽  
Stochastic System ◽  
Instrumental Variable ◽  
Subspace Identification ◽  
Response Functions ◽  
Impulse Responses ◽  
Identification Methods ◽  
Operational Conditions ◽  
Stochastic Subspace Identification ◽  
Output Only

This paper reviews stochastic system identification methods that have been used to estimate the modal parameters of vibrating structures in operational conditions. It is found that many classical input-output methods have an output-only counterpart. For instance, the Complex Mode Indication Function (CMIF) can be applied both to Frequency Response Functions and output power and cross spectra. The Polyreference Time Domain (PTD) method applied to impulse responses is similar to the Instrumental Variable (IV) method applied to output covariances. The Eigensystem Realization Algorithm (ERA) is equivalent to stochastic subspace identification.

A Numerically Efficient Augmented Subspace Identification Algorithm for Instrumental Variable Approaches

2005 ◽  
Author(s):  
Dapeng Luo ◽  
Alexander Leonessa
Keyword(s):  
Computational Efficiency ◽  
Instrumental Variable ◽  
Subspace Identification ◽  
Identification Algorithm ◽  
Identification Approach

In this paper, a rank decreasing problem inherent to the application of a classical instrumental variable subspace identification (SIVID) approach will be discussed and an augmented identification approach will be proposed to address it. Simulations will demonstrate the validity of the proposed algorithm and its improved computational efficiency.

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