An Efficient q-Markov Covariance Equivalent Realization Approach to System Identification

Abstract

An efficient q-Markov covariance equivalent realization (QMC) formulation is presented in this paper. This efficient solution matches all Markov and Covariance parameters of a finite-dimensional system using a finite amount of data. The frequency responses of that system is also matched by the efficient QMC solution. The existence condition of this efficient QMC solution and its parametrization is given in this paper. Then, a generalized algorithm for system identification using the efficient QMC is given. The example is set up by a cantilever beam. Results show that the efficient QMC fully captures Markov and covariance parameters and frequency responses of the cantilever beam.