Stochastic Subspace Identification
In mathematics, specifically in control theory, subspace identification (SID) aims at identifying linear time invariant (LTI) state space models from input-output data. SID does not require that the user parametrizes the system matrices before solving a parametric optimization problem and, as a consequence, SID methods do not suffer from problems related to local minima that often lead to unsatisfactory identification results. History SID methods are rooted in the work by the German mathematician Leopold Kronecker (1823–1891). Kronecker showed that a power series can be written as a rational function when the rank of the Hankel operator that has the power series as its symbol is finite. The rank determines the order of the polynomials of the rational function. In the 1960s the work of Kronecker inspired a number of researchers in the area of Systems and Control, like Ho and Kalman, Silverman and Youla and Tissi, to store the Markov parameters of an LTI system into a finite di ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Control Theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any ''delay'', ''overshoot'', or ''steady-state error'' and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required. This controller monitors the controlled process variable (PV), and compares it with the reference or set point (SP). The difference between actual and desired value of the process variable, called the ''error'' signal, or SP-PV error, is applied as feedback to generate a control action to bring the controlled process variable to the same value as the set point. Other aspects which are also studied are controllability and observability. Control theory is used in control sys ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Linear Time-invariant Theory
In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined below. These properties apply (exactly or approximately) to many important physical systems, in which case the response of the system to an arbitrary input can be found directly using convolution: where is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication, as is frequently employed by the symbol in computer languages). What's more, there are systematic methods for solving any such system (determining ), whereas systems not meeting both properties are generally more difficult (or impossible) to solve analytically. A good example of an LTI system is any electrical circuit consisting of resistors, capacitors, inductors and linear amplifiers. Linear time-invariant system theory is ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Leopold Kronecker
Leopold Kronecker (; 7 December 1823 – 29 December 1891) was a German mathematician who worked on number theory, algebra and logic. He criticized Georg Cantor's work on set theory, and was quoted by as having said, "'" ("God made the integers, all else is the work of man").The English translation is from Gray. In a footnote, Gray attributes the German quote to "Weber 1891/92, 19, quoting from a lecture of Kronecker's of 1886". Weber, Heinrich L. 1891–1892Kronecker ''Jahresbericht der Deutschen Mathematiker-Vereinigung'' 2:5-23. (The quote is on p. 19.) Kronecker was a student and lifelong friend of . Biography Leopold Kronecker was b ...[...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Markov Parameter
Markov ( Bulgarian, russian: Марков), Markova, and Markoff are common surnames used in Russia and Bulgaria. Notable people with the name include: Academics *Ivana Markova (born 1938), Czechoslovak-British emeritus professor of psychology at the University of Stirling *John Markoff (sociologist) (born 1942), American professor of sociology and history at the University of Pittsburgh *Konstantin Markov (1905–1980), Soviet geomorphologist and quaternary geologist Mathematics, science, and technology * Alexander V. Markov (1965-), Russian biologist *Andrey Markov (1856–1922), Russian mathematician *Vladimir Andreevich Markov (1871–1897), Russian mathematician, brother of Andrey Markov (Sr.) * Andrey Markov Jr. (1903–1979), Russian mathematician and son of Andrey Markov *John Markoff (born 1949), American journalist of computer industry and technology *Moisey Markov (1908–1994), Russian physicist Performing arts *Albert Markov, Russian American violinist, composer *Alex ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Hankel Matrix
In linear algebra, a Hankel matrix (or catalecticant matrix), named after Hermann Hankel, is a square matrix in which each ascending skew-diagonal from left to right is constant, e.g.: \qquad\begin a & b & c & d & e \\ b & c & d & e & f \\ c & d & e & f & g \\ d & e & f & g & h \\ e & f & g & h & i \\ \end. More generally, a Hankel matrix is any n \times n matrix A of the form A = \begin a_ & a_ & a_ & \ldots & \ldots &a_ \\ a_ & a_2 & & & &\vdots \\ a_ & & & & & \vdots \\ \vdots & & & & & a_\\ \vdots & & & & a_& a_ \\ a_ & \ldots & \ldots & a_ & a_ & a_ \end. In terms of the components, if the i,j element of A is denoted with A_, and assuming i\le j, then we have A_ = A_ for all k = 0,...,j-i. Properties * The Hankel matrix is a symmetric matrix. * Let J_n be the n \times n exchange matrix. If H is a m \times n Hankel matrix, then H = T J_n where T is a m \times n Toeplitz matrix. ** If T is real symmetric, then H = T J_n will have the same eigenvalues as T ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Eigensystem Realization Algorithm
The Eigensystem realization algorithm (ERA) is a system identification technique popular in civil engineering, in particular in structural health monitoring. ERA can be used as a modal analysis technique and generates a system realization using the time domain response (multi-)input and (multi-)output data. The ERA was proposed by Juang and Pappa and has been used for system identification of aerospace structures such as the Galileo spacecraft, turbines,Sanchez-Gasca, J. J. "Computation of turbine-generator subsynchronous torsional modes from measured data using the eigensystem realization algorithm." Power Engineering Society Winter Meeting, 2001. IEEE. Vol. 3. IEEE, 2001. civil structures and many other type of systems. Uses in structural engineering In structural engineering the ERA is used to identify natural frequencies, mode shapes and damping ratios. The ERA is commonly used in conjunction with the Natural Excitation Technique (NExT) to identify modal parameters fro ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |