mpc_nfour_sid

mpc_nfour_sid#

Numerical Subspace State Space System Identification (N4SID or NFourSID) implementation

This module implements N4SID based on the methodology presented in: - N4SID <https://www.sciencedirect.com/science/article/pii/0005109894902305>

The code is extended from: spmvg/nfoursid

N4SID is a subclass of MPC and therefor a subclass of DPC.

Classes

Decomposition

Eigenvalue decomposition of a matrix matrix such that left_orthogonal @ eigenvalues @ right_orthogonal equals matrix.

MPCNFourSID

Implements the MPC controller using the N4SID (Numerical Subspace State Space System Identification) algorithm for system identification.

NFourSIDTrajectoryManager

Manages trajectory data for N4SID subspace identification.

NFourSIDUtils

Utility functions for N4SID subspace identification.

SubspaceMatrices

Represents needed matrices defined in the paper: [PO-MOESP Subspace Identification of Directed Acyclic Graphs with Unknown Topology] (https://www.sciencedirect.com/science/article/pii/S0005109814005998).