/N4SID-and-MOESP

These are numerical algorithms for subspace state space system identification

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N4SID-and-MOESP

These are numerical algorithms for subspace state space system identification. The book that use as reference it will be "Subspace Methods for System Identification" from Tohru Katayama

(MOESP algorithm)

Step 1: Compute the LQ decomposition of (6.32).

Step 2: Compute the SVD of (6.39), and let and define the extended observability matrix as

Step 3: Obtain C and A from (6.41) and (6.42), respectively.

Step 4: Solve (6.44) by the least-squares method to estimate B and D .

You can enter see the code complete in python and use as a reference: MOESP_ALGORITHM.ipynb