1993
DOI: 10.1109/5.237536
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Subspace-based signal analysis using singular value decomposition

Abstract: In this paper, we present a unified approach to the (related) problems of recovering signal parameters from noisy observations and the identification of linear system model parameters fiom observed inputloutput signals, both using singular value decomposition (SVD) techniques. Both known and new SVD-based identification methods are classified in a subspace-oriented scheme. The singular value decomposition of a matrix constructedfr-om the observed signal data provides the key step to a robust discrimination bet… Show more

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Cited by 282 publications
(130 citation statements)
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“…So-called 'subspace methods' have proved extremely successful at black-box identification of multivariable linear state-space models from data, and are consequently of great current interest [6,7,8,10,11,13]. In this paper we show that stability of the models obtained can be guaranteed very simply and in a uniform manner for many of the published variations of subspace methods.…”
Section: Introductionmentioning
confidence: 85%
“…So-called 'subspace methods' have proved extremely successful at black-box identification of multivariable linear state-space models from data, and are consequently of great current interest [6,7,8,10,11,13]. In this paper we show that stability of the models obtained can be guaranteed very simply and in a uniform manner for many of the published variations of subspace methods.…”
Section: Introductionmentioning
confidence: 85%
“…The matrices A, B, and C in Eq. (1) were calculated using the SVD method [9], [10]. The transfer function G(z) was calculated as…”
Section: Discussionmentioning
confidence: 99%
“…The nonlinearity related to signal pole estimation can be circumvented by using the so-called HTLS algorithm by Van Huffel et al [29], which is a total least squares (TLS) based variant of Kung et al's original state space algorithm [28]. These algorithms belong to the class of single shift-invariant methods within the set of subspace-based signal analysis algorithms [30]. The HTLS algorithm is not immediately suited for solving the weighted problem in (4).…”
Section: Estimation Of Perceptually Relevant Esm Parametersmentioning
confidence: 99%
“…For the ESM, the parameter estimation schemes can roughly be divided into two main groups: analysis-by-synthesis schemes such as the matching pursuit (MP) based algorithms described in [16], [27] and subspace-based schemes (e.g., [28]- [30]). While some work has been done for extracting perceptually relevant sinusoids using MP based schemes (e.g., [31], [32]), less efforts have been directed toward estimating perceptually relevant ESM parameters using subspace techniques [21].…”
mentioning
confidence: 99%