Identification of Linear Systems via Canonical Correlation Analysis

TOKER K. G., OZkazanc Y.

21st Signal Processing and Communications Applications Conference (SIU), CYPRUS, 24 - 26 April 2013, (Full Text) identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Volume:
  • Doi Number: 10.1109/siu.2013.6531168
  • Country: CYPRUS
  • Hacettepe University Affiliated: Yes

Abstract

In this paper, canonical correlation analysis is introduced for linear system identification. By taking into account the structural similarities between difference equation representation of a linear discrete time system and canonical correlation analysis, it is shown that canonical correlation analysis can be used for system identification. The proposed identification method is studied via analytical and experimental examples.