A novel algorithm for recursive instrumental variable based subspace identification

Author(s):  
T. Gustafsson ◽  
M. Lovera ◽  
M. Verhaegen
2001 ◽  
Vol 123 (4) ◽  
pp. 659-667 ◽  
Author(s):  
Bart Peeters ◽  
Guido De Roeck

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.


Author(s):  
Dapeng Luo ◽  
Alexander Leonessa

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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