Subspace algorithms for identifying separable-in-denominator two-dimensional systems with deterministic inputs

Abstract

The class of subspace system identification algorithms is used here to derive new identification algorithms for 2-D causal, recursive, and separable-in-denominator (CRSD) state space systems in the Roesser form. The algorithms take a known deterministic input-output pair of 2-D signals and compute the system order (n) and system parameter matrices {A,B,C,D}. Since the CRSD model can be treated as two 1-D systems, the proposed algorithms first separate the vertical component from the state and output equations and then formulate a set of 1-D horizontal subspace equations. The solution to the horizontal subproblem contains all the information necessary to compute (n) and {A,B,C,D}. Four algorithms are presented for the identification of CRSD models directly from input-output data: an intersection algorithm, (N4SID), (MOESP), and (CCA). The intersection algorithm is distinguished from the rest in that it computes the state sequences, as well as the system parameters, whereas N4SID, MOESP, and CCA differ primarily in the way they compute the system parameter matrices {A1,C1}. The advantage of the intersection algorithm is that the identified model is in balanced coordinates, thus ideally suited for 2-D model reduction. However, it is computationally more expensive than the other algorithms. A comparison of all algorithms is presented.