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Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
findAC
discrete-time system subspace identification
Calling Sequence
[A,C] = findAC(S,N,L,R,METH,TOL,PRINTW) [A,C,RCND] = findAC(S,N,L,R,METH,TOL,PRINTW)
Arguments
- S
integer, the number of block rows in the block-Hankel matrices
- N
integer
- L
integer
- R
matrix, relevant part of the R factor of the concatenated block-Hankel matrices computed by a call to findr.
- METH
integer, an option for the method to use
- = 1
MOESP method with past inputs and outputs;
- = 2
N4SID method;
Default: METH = 3.
- TOL
the tolerance used for estimating the rank of matrices. If TOL > 0, then the given value of TOL is used as a lower bound for the reciprocal condition number. Default: prod(size(matrix))*epsilon_machine where epsilon_machine is the relative machine precision.
- PRINTW
integer, switch for printing the warning messages.
- PRINTW
= 1: print warning messages;
- = 0
do not print warning messages.
Default: PRINTW = 0.
- A
matrix, state system matrix
- C
matrix, output system matrix
- RCND
vector of length 4, condition numbers of the matrices involved in rank decision
Description
finds the system matrices A and C of a discrete-time system, given the system order and the relevant part of the R factor of the concatenated block-Hankel matrices, using subspace identification techniques (MOESP or N4SID).
[A,C] = findAC(S,N,L,R,METH,TOL,PRINTW) computes the system matrices A and C. The model structure is: x(k+1) = Ax(k) + Bu(k) + Ke(k), k >= 1, y(k) = Cx(k) + Du(k) + e(k), where x(k) and y(k) are vectors of length N and L, respectively.
[A,C,RCND] = findAC(S,N,L,R,METH,TOL,PRINTW) also returns the vector RCND of length 4 containing the condition numbers of the matrices involved in rank decisions.
Matrix R, computed by findR, should be determined with suitable arguments METH and JOBD.
Examples
//generate data from a given linear system A = [ 0.5, 0.1,-0.1, 0.2; 0.1, 0, -0.1,-0.1; -0.4,-0.6,-0.7,-0.1; 0.8, 0, -0.6,-0.6]; B = [0.8;0.1;1;-1]; C = [1 2 -1 0]; SYS=syslin(0.1,A,B,C); nsmp=100; U=prbs_a(nsmp,nsmp/5); Y=(flts(U,SYS)+0.3*rand(1,nsmp,'normal')); // Compute R S=15;L=1; [R,N,SVAL] = findR(S,Y',U'); N=3; METH=3;TOL=-1; [A,C] = findAC(S,N,L,R,METH,TOL);
See Also
- findABCD — discrete-time system subspace identification
- findBD — initial state and system matrices B and D of a discrete-time system
- findBDK — Kalman gain and B D system matrices of a discrete-time system
- findR — Preprocessor for estimating the matrices of a linear time-invariant dynamical system
- sorder — computing the order of a discrete-time system
- sident — discrete-time state-space realization and Kalman gain
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