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SUBSPACE IDENTIFICATION FOR A CLASS OF TIME-VARYING CONTINUOUS-TIME STOCHASTIC SYSTEMS VIA DISTRIBUTION-BASED APPROACH*
Akira Ohsumi** and Tsutomu Kawano
Department of Mechanical and System Engineering, Graduate School
of Engineering and Science, Kyoto Institute of Technology,
Matsugasaki, Sakyo, Kyoto 606-8585, Japan
E-mail: ohsumi@ipc.kit.ac.jp; Tel/Fax: +81-75-724-7352
A novel method of subspace identification via distribution-based approach which has recently been developed by one of the authors is proposed for a class of time-varying, continuous-time stochastic systems. Efficacy of the method is demonstrated by simulations.
Keywords: Subspace identification, stochastic system; continuous-time system; time-varying system; distribution theory
Session slot T-Mo-M02: State Space Identification and Subspace Methods/Area code 3a : Modelling, Identification and Signal Processing
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