NFourSIDUtils

class do_dpc.dpc.mpc_nfour_sid.NFourSIDUtils

Bases: object

Utility functions for N4SID subspace identification.

Methods

block_hankel_matrix

do_dpc.dpc.mpc_nfour_sid.NFourSIDUtils.block_hankel_matrix(matrix, num_block_rows)

Constructs a block Hankel matrix from the input matrix.

Parameters:

• matrix (np.ndarray) – Input matrix.

• num_block_rows (int) – Number of block rows.

Returns:

Block Hankel matrix.

Return type:

np.ndarray

eigenvalue_decomposition

do_dpc.dpc.mpc_nfour_sid.NFourSIDUtils.eigenvalue_decomposition(matrix)

Calculates the eigenvalue decomposition of a matrix.

Parameters:

matrix (np.ndarray) – The matrix to decompose.

Returns:

The decomposition of the matrix.

Return type:

Decomposition

reduce_decomposition

do_dpc.dpc.mpc_nfour_sid.NFourSIDUtils.reduce_decomposition(decomposition, rank)

Reduces an eigenvalue decomposition to retain only the largest eigenvalues.

Parameters:

• decomposition (Decomposition) – The original decomposition.

• rank (int) – The number of eigenvalues to retain.

Returns:

The reduced decomposition.

Return type:

Decomposition