Linear system identification via backward-time observer models

Abstract

Presented here is an algorithm to compute the Markov parameters of a backward-time observer for a backward-time model from experimental input and output data. The backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) for the backward-time system identification. The identified backward-time system Markov parameters are used in the Eigensystem Realization Algorithm to identify a backward-time state-space model, which can be easily converted to the usual forward-time representation. If one reverses time in the model to be identified, what were damped true system modes become modes with negative damping, growing as the reversed time increases. On the other hand, the noise modes in the identification still maintain the property that they are stable. The shift from positive damping to negative damping of the true system modes allows one to distinguish these modes from noise modes. Experimental results are given to illustrate when and to what extent this concept works