System identification at ESAT-STADIUS
SCD-STADIUS is a research group of the electrical engineering
department of the Katholieke Universiteit Leuven, Belgium. On this
site we give an overview of system identification related research at
SISTA. Where available, preprints of our
papers and related software can be downloaded
from the site.
The aim of system identification is to construct models from data. Two popular approaches are prediction error minimization and subspace identification. Our research group is well-known for the development of subspace identification algorithms. Predictor error methods are based on local optimization algorithms, while subspace methods are based on geometric operations on subspaces spanned by matrices obtained from data and do not involve explicit optimization criteria. Hence, in general, subspace methods are fast and reliable, however, less accurate than the computationally heavier prediction error methods.
Research topics
List of all STADIUS publications related to system identification.
- De Moor B., Mathematical concepts for modeling of static and dynamic systems, PhD thesis, Faculty of Engineering, KU Leuven (Leuven, Belgium), 1988.
- Moonen M., Vandewalle J., ``A QSVD approach to on- and off-line state space identification'', International Journal of Control, vol.51, no.5, 1990, pp. 1133-1146.
- Moonen M., Ramos J., ``A subspace algorithm for balanced state space system identification'', IEEE Transaction Automatic Control, vol.38, 1993, pp. 1727-1729.
- Moonen M., De Moor B., Ramos J., Tan S., ``A subspace identification algorithm for descriptor systems'', Systems & Control Letters, vol.19, no.1, Jul. 1992, pp. 47-52.
- Van Overschee P., De Moor B., ``Subspace algorithms for the stochastic identification problem'', Automatica, vol. 29, no. 3, Mar. 1993, pp. 649-660.
- Van Overschee P., De Moor B., ``N4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems'', Automatica, Special Issue on Statistical Signal Processing and Control, vol. 30, no. 1, Jan. 1994, pp. 75-93.
- Van Overschee P., De Moor B., ``A unifying theorem for three subspace system identification algorithms'', Automatica, Special Issue on Trends in System Identification, vol. 31, no. 12, Dec. 1995, pp. 1853-1864.
- Van Overschee P., De Moor B., ``Choice of state-space basis in combined deterministic-stochastic subspace identification'', Automatica, Special Issue on Trends in System Identification, vol. 31, no. 12, Dec. 1995, pp. 1877-1883.
- Van Overschee P., De Moor B., ``Continuous-time frequency domain subspace system identification'', Signal Processing, Special Issue on Subspace methods, part II : System identification, vol. 52, 1996, pp. 179-194.
- Van Overschee P., Subspace Identification: Theory, Implementation, Application, PhD thesis, Faculty of Engineering, KU Leuven (Leuven, Belgium), Feb. 1995, 264 p.
- Van Overschee P., De Moor B., Subspace Identification for Linear Systems: Theory, Implementation, Applications, Kluwer Academic Publishers, 1996, 254 p.
- Favoreel W., De Moor B., Van Overschee P., ``Subspace identification of bilinear systems subject to white inputs'', IEEE Transactions on Automatic Control, vol. 44, no. 6, Jun. 1999, pp. 1157-1165.
- Benner P., Mehrmann V., Sima V., Van Huffel S., Varga A., SLICOT - A subroutine library in systems and control theory, Applied and Computational Control, Signals and Circuits, vol. 1, 1998, pp. 499-539.
- De Moor B., De Gersem P., De Schutter B., Favoreel W., ``DAISY : A database for identification of systems'', Journal A, Special Issue on CACSD (Computer Aided Control Systems Design), vol. 38, no. 3, Sep. 1997, pp. 4-5.
- De Moor B., Van Overschee P., Favoreel W., ``Numerical algorithms for subspace state space system identification - An Overview'', Birkhauser Book Series on Applied an Computational Control, Signals and Circuits (Biswa Datta Editor), 1999, pp. 247-311.
- Favoreel W., De Moor B., Van Overschee P., ``Subspace State Space System Identification for Industrial Processes'', Journal of Process Control, vol. 10, 2000, pp. 149-155.
- Lemmerling Ph., Structured total least squares : analysis, algorithms and applications, PhD thesis, Faculty of Engineering, KU Leuven (Leuven, Belgium), May 1999, 189 p.
- Lemmerling P., De Moor B., ``Misfit versus latency'', Automatica, vol. 37, 2001, pp. 2057-2067.
- Van Gestel T., Suykens J., Van Dooren P., De Moor B., ``Identification of stable models in subspace identification by using regularization'', IEEE Transactions on Automatic Control, vol. 46, no. 9, Sep. 2001, pp. 1416-1420.
- Mastronardi N., Kressner D., Sima V., Van Dooren P., Van Huffel S., ``A fast algorithm for subspace state-space system identification via exploitation of the displacement structure'', Journal of Computational and Applied Mathematics, vol. 132, no. 1, 2001, pp. 71-81.
- De Cock K., De Moor B., ``Subspace angles between ARMA models'', Systems and Control Letters, vol. 46, 2002, pp. 265-270.
- De Cock K., De Moor B., Hanzon B., ``On a cepstral norm for an ARMA model and the polar plot of the logarithm of its transfer function'', Signal Processing, vol. 83, no. 2, 2003, pp. 439-443.
- Sima V., Sima D.M., Van Huffel S., ``High-performance numerical algorithms and software for subspace-based linear multivariable system identification'', Journal of Computational and Applied Mathematics, vol. 170, no. 2, Sep. 2004, pp. 371--397.
- De Cock K., Principal Angles in System Theory, Information Theory and Signal Processing, PhD thesis, Faculty of Engineering, KU Leuven (Leuven, Belgium), May 2002, 337 p.
- Goethals I., Van Gestel T., Suykens J., Van Dooren P., De Moor B., ``Identification of Positive Real Models in Subspace Identification by using Regularization'', IEEE Transactions on Automatic Control, vol. 48, no. 10, Oct. 2003, pp. 1843-1847.
- Van Huffel S., Sima V., Varga A., Hammarling S., Delebecque F., ``High-performance numerical software for control : developing reliable and efficient software for control applications'', IEEE Control Systems Magazine, Special issue on "the amazing power of numerical awareness in control", vol. 24, no. 1, Feb. 2004, pp. 60-76.
- Markovsky I., De Moor B., ``Linear dynamic filtering with noisy input and output'', Automatica, vol. 41, no. 1, Jan. 2005, pp. 167--171.
- Markovsky I., Willems J.C., Rapisarda P., De Moor B., ``Algorithms for deterministic balanced subspace identification'', Automatica, vol. 41, no. 5, May 2005, pp. 755-766.
- Goethals I., Pelckmans K., Suykens J.A.K., De Moor B., ``Identification of MIMO Hammerstein Models using Least Squares Support Vector Machines'', Automatica, vol. 41, no. 7, Jul. 2005, pp. 1263-1272.
- Markovsky I., Willems J.C., Van Huffel S., De Moor B., Pintelon R., ``Application of structured total least squares for system identification and model reduction'', IEEE Transactions on Automatic Control, Special Issue on System Identification: Linear vs Nonlinear, vol. 50, no. 10, Oct. 2005, pp. 1490-1500.
- Willems J.C., Rapisarda P., Markovsky I., De Moor B., ``A note on persistency of excitation'', Systems & Control Letters, vol. 54, no. 4, Apr. 2005, pp. 325-329.
- Markovsky I., Van Huffel S., ``High-performance numerical algorithms and software for structured total least squares'', Journal of Computational and Applied Mathematics, vol. 180, no. 2, Jun. 2005, pp. 311-331.
- Espinoza M., Suykens J., De Moor B., ``Kernel Based Partially Linear Models and Nonlinear Identification'', IEEE Transactions on Automatic Control, Special Issue on System Identification, vol. 50, no. 10, Oct. 2005, pp. 1602-1606.
- Goethals I., Pelckmans K., Suykens J.A.K., De Moor B., ``Subspace Identification of Hammerstein Systems using Least Squares Support Vector Machines'', IEEE Transactions on Automatic Control, Special Issue on System Identification, vol. 50, no. 10, Oct. 2005, pp. 1509- 1519.
- Boets J., De Cock K., Espinoza M., De Moor B., ``Clustering time series, subspace identification and cepstral distances'', Communications in Information and Systems, Special Issue Dedicated to the 70th Birthday of Thomas Kailath: Part I, vol. 5, no. 1, 2005, pp. 69-96.
- Goethals I., Subspace identification for linear, Hammerstein and Hammerstein-Wiener systems, PhD thesis, Faculty of Engineering, KU Leuven (Leuven, Belgium), Jul. 2005, 231 p.
- Markovsky I., Willems J. C., De Moor B., Van Huffel S., Exact and Approximate Modeling of Linear Systems: A Behavioral Approach, SIAM (Philadelphia, US), 2006, 205 p.
List of all STADIUS publications related to system identification.
System identification groups
Sweden
- Division of Automatic Control, Department of Electrical Engineering, Linköping University, Sweden
- Department of Automatic Control, Lund Institute of Technology, Sweden
- Division of Optimization and Systems Theory, Royal Institute of Technology, Sweden
- System Identification Group, Department of Information Technology, Uppsala University, Sweden
Belgium
- ESAT-STADIUS, KU Leuven, Belgium
- Center for Systems Engineering and Applied Mechanics, Universite Catholique de Louvain, Belgium
- Department ELEC, Vrije Universiteit Brussel, Belgium
The Netherlands
- Delft Center for Systems and Control, Delft University of Technology, The Netherlands
Individuals
Books and course notes
