The platform will undergo maintenance on Sep 14 at about 7:45 AM EST and will be unavailable for approximately 2 hours.
2015
DOI: 10.1021/ie504824a
|View full text |Cite
|
Sign up to set email alerts
|

A New Subspace Identification Approach Based on Principal Component Analysis and Noise Estimation

Abstract: In this paper, a new subspace identification approach based on principal component analysis (PCA) and noise estimation is developed for multivariable dynamic process modeling. In contrast to typical subspace identification methods based on standard PCA with instrumental variables, the noise term is first estimated and naturally eliminated in the proposed approach, and then a PCA procedure is used to determine system observability subspace and extract system matrices A, B, C, and D from the estimated observabil… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
11
0

Year Published

2018
2018
2022
2022

Publication Types

Select...
5

Relationship

0
5

Authors

Journals

citations
Cited by 9 publications
(11 citation statements)
references
References 27 publications
(52 reference statements)
0
11
0
Order By: Relevance
“…The unbiased estimate of the noise term E can be derived by a least‐squares method through Equation as the sampling number tends to infinity. The noise term estimation trueÊ can be obtained by minimizing the objective J , minboldAJ=βF2, where F2 indicates the Frobenius norm operator . In order to solve Equation , QR factorization is performed to estimate the least‐squares residual trueÊ.…”
Section: Methodology Of Eepcamentioning
confidence: 99%
See 3 more Smart Citations
“…The unbiased estimate of the noise term E can be derived by a least‐squares method through Equation as the sampling number tends to infinity. The noise term estimation trueÊ can be obtained by minimizing the objective J , minboldAJ=βF2, where F2 indicates the Frobenius norm operator . In order to solve Equation , QR factorization is performed to estimate the least‐squares residual trueÊ.…”
Section: Methodology Of Eepcamentioning
confidence: 99%
“…A can be calculated by the following equation: []boldIAT=[]boldPtrue˜βboldPtrue˜αboldΓ, where Γ is the constant nonsingular matrix and trueP˜=centertrueP˜boldβTtrueP˜boldαTT. By taking Γ as the identity matrix, the model coefficient matrix A could be estimated from boldPtrue˜β and boldPtrue˜α.…”
Section: Methodology Of Eepcamentioning
confidence: 99%
See 2 more Smart Citations
“…For example, the ARX and ARARX processes have been extended for the case of additive white noise on the input and output observation 23 . Similarly, subspace identification based on principal component analysis has been proposed by estimating the noise term 24 . Under different noise models using closed‐loop operation data, several subspace identification methods (i.e., canonical variate analysis, CVA, N4SID, PLS, ARX) were able to identify correctly the process models 25 .…”
Section: Introductionmentioning
confidence: 99%