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IFAC Proceedings Volumes 2003年第16期36卷 993-1004页

作者： Dietmar Bauer Institute for Econometrics Operations Research and System Theory TU Wien Argentinierstr. 8 A-1040 Vienna Austria

subspace algorithms have been established in the last decades as an alternative to prediction error methods for the estimation of linear dynamical systems. Conceptual simplicity and numerical feasability have been the main arguments in favor of the approach. This article gives a presentation of the mainstream approach and tries to convince the reader, that this class of algorithms has its virtues. Strengths and weaknesses of the approach are discussed.

关键词： subspace algorithms estimation linear dynamical systems

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subspace algorithms for error localization with quantized DFT codes

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IEEE TRANSACTIONS ON COMMUNICATIONS 2004年第12期52卷 2115-2124页

作者： Rath, G Guillemot, C INRIA IRISA F-35042 Rennes France

Recently, a class of real-number Bose-Chaudbuiri-Hocquengem codes known as discrete Fourier transform (DFT) codes have been considered as joint source and channel codes for providing robustness to erasures and errors over wireless networks. In this paper, we propose three subspace algorithms for error localization with quantized DFT codes. The algorithms are similar to the MUSIC, the minimum-norm, and the ESPRIT algorithms used in. array signal processing for direction-of-arrival estimation. They provide different but related formulations of the error localizations by first partitioning a vector space into the channel error subspace and its orthogonal complement, the noise subspace. The locations of the errors are determined from either the error subspace eigenvectors or the. noise subspace eigenvectors. We also present a brief performance analysis of the localization error in terms of the perturbation of the error subspace due to quantization. Simulation results show that their localization performances are similar, and they perform better than the coding-theoretic approach over a broad range of channel-error-to-quantization-noise ratios.

关键词： discrete Fourier transform (DFT) codes error correction joint source and channel coding subspace algorithms

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Estimating cointegrated systems using subspace algorithms

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JOURNAL OF ECONOMETRICS 2002年第1期111卷 47-84页

作者： Bauer, D Wagner, M Vienna Tech Univ Inst Econ Operat Res & Syst Theory A-1040 Vienna Austria Univ Bern Dept Econ CH-3012 Bern Switzerland

The properties of the so-called subspace algorithms, up to now used almost only for stationary processes, are investigated in the context of cointegrated processes of order 1. It is shown for one of these algorithms that it can be adapted to deliver consistent estimates of all system parameters in the case of general 1(1) VARMA models and mild conditions on the underlying noise. Estimates of the cointegrating space are derived and several test procedures for the cointegrating rank are proposed. Consistent estimation of the system order is also discussed. A simulation study shows the usefulness of subspace algorithms for estimation of and testing in cointegrated systems. (C) 2002 Elsevier Science B.V. All rights reserved.

关键词： cointegration subspace algorithms state space representation

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Polyreference version of subspace algorithms for output only structural identification

Polyreference version of Subspace algorithms for output only...

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18th IMAC Conference on Computational Challenges in Structural Dynamics

作者： Benveniste, A Basseville, M Goursat, M Mevel, L IRISA INRIA F-34042 Rennes France

ISBN: (纸本)0912053674

In this paper, we focus on the following situation for out-put only structural identification: several successive data sets are recorded, with sensors at different locations in the structure;for doing this, some of the sensors, called the reference sensors, are kept fixed, while the other ones are moved for the different records. The interest of this setup is to emulate a situation in which hundreds of sensors are available, while in fact only, say, ten are actually at hand. One additional difficulty here is that the input, besides being not observed, is turbulent in nature and nonstationary. The purpose of this paper is to show how subspace algorithms can be adapted to such a situation.

关键词： subspace algorithms

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subspace algorithms for Data from Varying Sensor Locations 1

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IFAC Proceedings Volumes 2000年第15期33卷 115-120页

作者： Albert Benveniste Michéle Basseville Maurice Goursat Laurent Mevel IRISA Campus de Beaulieu 35042 Rennes Cedex F. http//www.irisa.fr/sigma2/ INRIA BP 105 Rocquencourt 78153 Le Chesnay Cedex F

subspace identification algorithms currently emerge as an efficient tool. In this paper, we investigate their use for the output-only identification of the eigenstructure of a linear MIMO system. We focus on the following situation : several successive data sets arc recorded, with sensors at different locations in the structure; for doing this, some of the sensors, called the reference sensors, are kept fixed, while the other ones are moved for the different records. The interest of this setup is to emulate a situation in which hundreds of sensors are available, while in fact only, say, ten are actually at hand. This situation is typical in structural analysis in vibration mechanics, a case which motivated our study. One additional difficulty here is that the input, besides being not observed, is turbulent in nature and nonstationary. The purpose of this paper is to show how subspace methods can be adapted to such a situation.

关键词： subspace algorithms

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Improved Coding-Theoretic and subspace-Based Decoding algorithms for a Wider Class of DCT and DST Codes

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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2010年第2期58卷 695-708页

作者： Kumar, A. Anil Makur, Anamitra Nanyang Technol Univ Sch Elect & Elect Engn Singapore Singapore

The decoding of a class of discrete cosine transform (DCT) and discrete sine transform (DST) codes that are maximum distance separable codes (MDS) is considered in this paper. These class of codes are considered for error correction over real fields. All the existing algebraic decoding algorithms are capable of decoding only a subclass of these codes [which can be characterized into the Bose-Chaudhuri-Hocquenghem (BCH) form], and fails to decode the remaining even though they are MDS. In this paper, we propose a new generic algorithm along the lines of coding theoretic and subspace methods to decode the entire class of MDS DCT and DST codes. The proposed subspace approaches are similar to popular ESPRIT and MUSIC algorithms. The proposed algorithms also perform significantly better than the existing algorithms on the BCH-like subclass. A perturbation analysis is also presented to study the effect of various parameters on the error localization due to the quantization noise. Simulation results are presented to demonstrate the capability of proposed algorithms to decode the entire class and to perform significantly better on the BCH-like subclass than the existing algorithm under the influence of quantization noise.

关键词： Channel coding discrete cosine transform (DCT) codes error correction coding joint source-channel coding subspace algorithms

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Blind subspace-based eigenstructure identification under nonstationary excitation using moving sensors

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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2002年第1期50卷 41-48页

作者： Mevel, L Benveniste, A Basseville, M Goursat, M IRISA INRIA Rennes France INRIA Le Chesnay France

subspace identification algorithms have proven efficient for performing output-only identification of the eigenstructure of a linear mulit-input multi-output (MIMO) system subject to uncontrolled, unmeasured, and nonstationary excitation. Such a problem arises in mechanical engineering for modal analysis of vibrating structures. A common practice there is to collect data from varying sensor locations, using both fixed and moving sensors, in order to mimic the availability of a larger set of sensors. The purpose of this paper is to investigate how subspace-based identification can be adapted to handle such a situation, to prove its consistency under nonstationary excitation, and to report on a real application example.

关键词： blind eigenstructure identification moving sensors nonstationary excitation subspace algorithms vibration analysis

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subspace identification for closed-loop 2-D separable-in-denominator systems

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MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING 2017年第4期28卷 1499-1521页

作者： Cheng, Jinxu Fang, Mengqi Wang, Youqing Beijing Univ Chem Technol Coll Informat Sci & Technol Beijing 100029 Peoples R China

Identification for closed-loop two-dimensional (2-D) causal, recursive, and separable-in-denominator (CRSD) systems in the Roesser form is discussed in this study. For closed-loop 2-D CRSD systems, under feedback control condition, there exists some correlation between the unknown disturbances and future inputs which offers the fundamental limitation for utilizing standard open-loop 2-D CRSD systems subspace identification methods. In other words, the existing open-loop subspace approaches will result in biased estimates of plant parameters from closed-loop data. In this study, based on orthogonal projection and principal component analysis, novel 2-D CRSD subspace identification methods are developed, which are applicable to both open-loop and closed-loop data. Additionally, the whiteness external excitation case is discussed and subsequently modified instrument variables are adopted to improve the proposed subspace algorithm. An illustrative example of the injection molding process and several numerical examples are used to validate consistency and efficiency of the proposed subspace approaches for 2-D CRSD systems.

关键词： subspace algorithms Closed-loop 2-D CRSD model identification The white noise external excitation case Consistency and efficiency

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subspace-based SIR estimation for CDMA cellular systems

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IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY 2000年第5期49卷 1732-1742页

作者： Ramakrishna, D Mandayam, NB Yates, RD Nortel Networks Richardson TX 75083 USA Rutgers State Univ Wireless Informat Network Lab Piscataway NJ 08855 USA

The signal-to-interference ratio (SIR) has been highlighted in the literature to be an efficient criterion for several radio resource management algorithms such as power control and handoff, In this paper we address the problem on how to obtain fast and accurate measurements of this quantity in a practical contest. We develop a general SIR estimation technique for code division multiple access (CDMA) cellular systems, that is based on a signal subspace approach using the sample covariance matrix of the received signal. Analysis and simulation results for an IS-95 like system show that the SIR can be estimated to within 80% of the actual SIR after less than seven frames, or within 90% of the actual SIR after less than 15 frames, We also study a computationally less expensive SIR tracking algorithm based on updating the signal subspace, We show that the algorithm works well in the context of a rapidly time varying channel.

关键词： code division multiple access (CDMA) signal-to-interference ratio (SIR) subspace algorithms

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Statistical analysis of novel subspace identification methods

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SIGNAL PROCESSING 1996年第2期52卷 161-177页

作者： Peternell, K Scherrer, W Deistler, M Institut für Ökonometrie Operations Research und Systemtheorie Technische Universität Wien Argentinierstr. 8 A-1040 Wien Austria

In this paper four subspace algorithms which are based on an initial estimate of the state are considered. Three novel algorithms are introduced and compared with an algorithm which is essentially equal to the N4SID algorithm by Van Overschee and De Moor. For the algorithms considered a consistency result is proved. In a simulation study the relative (statistical) efficiency of these algorithms in relation to the maximum likelihood algorithm is investigated.

关键词： state space systems subspace algorithms identification

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