DMODRS

Estimates the A and C matrix in a discrete-time state-space model from time-domain data that was preprocessed by dordrs.

Contents

Syntax

[A,C] = dmodrs(R)

Description

This function estimates the A and C matrices corresponding to an n th order discrete-time LTI state-space model. The compressed data matrix R from the preprocessor function dordrs is used to this end. As n is determined from the x matrix that was passed to dordrs, it does not have to be specified here.

Inputs

R is a compressed data matrix containing information about the measured data, as well as information regarding the system dimensions.

Outputs

A is the state-space model's A matrix.

C is the state-space model's C matrix.

Algorithm

The data matrix obtained with dordrs contains the weighted left singular vectors of the R matrix. The first n of these vectors form an estimate Os of the system's extended observability matrix:

The estimates Ahat and Chat are obtained by linear regression:

Used By

This a top-level function that is used directly by the user.

See Also

dordrs, dordpo, dmodpo, dordpi, dmodpi