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An eigensystem realization algorithm for modal parameter identification and model reduction. (English) Zbl 0589.93008
The authors present a realization algorithm for linear autonomous, discrete-time systems which is based on singular value decomposition of a generalized Hankel matrix computed from the Markov parameters. A priori knowledge of the order of the system is not required. The algorithm can be applied to noisy measurements. Further, it is computationally simple and numerically stable.
It should be mentioned that the investigations have been carried out with an application to flexible structures in mind and that the algorithm was tested for the Galileo spacecraft.
The well-readable paper is of interest from a theoretical as well as from a practical point of view.
Reviewer: I.Troch

93B20 Minimal systems representations
93B30 System identification
93C55 Discrete-time control/observation systems
15A18 Eigenvalues, singular values, and eigenvectors
15A21 Canonical forms, reductions, classification
93B15 Realizations from input-output data
93B40 Computational methods in systems theory (MSC2010)
93C05 Linear systems in control theory
93C99 Model systems in control theory
93E12 Identification in stochastic control theory
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