SLICOT Linear Systems Identification Toolbox
Vasile Sima
SLICOT Working Note 2000-4: July 2000.
This report summarizes the achievements and deliverables of the Task III.A of the NICONET Project. After a short description of the linear system identification problem and of the available subspace-based techniques to solve it, the numerical algorithms implemented in SLICOT Linear Systems Identification Toolbox - SLIDENT - are surveyed. The associated Fortran routines are then listed and their functional abilities are outlined. The developed interfaces to MATLAB or Scilab, as well as examples of use are presented. Comparisons with the available MATLAB codes are included, illustrating the efficiency and accuracy of the SLIDENT components.
Definition and Implementation of a SLICOT Standard Interface and the associated MATLAB Gateway for the Solution of Nonlinear Control Systems by using ODE and DAE Packages
Vicente Hernandez, Ignacio Blanquer, Enrique Arias, and Pedro Ruiz
SLICOT Working Note 2000-3: July 2000.
In this report an interface system for the execution of several widely-used integrator packages for the solving of Ordinary Differential Equations and Diffferential Algebraic Equations is presented. This package offers a SLICOT-compliant unique interface to the packages ODEPACK (LSODE, LSODA, LSODES, LSODI, LSOIBT), DASSL, RADAU5, DASPK and GELDA. All the parameters have been standarised to allow a quick change from one package to another and to take profit of the different capabilities of the different packages. The interface has also been migrated to MATLAB offering the possibility of defining the system functions as MATLAB m-files, using the FORTRAN compiled solver packages instead of the MATLAB funcions. The source code of the system can be downloaded from the SLICOT repository.
Benchmarks for Identification
Ad van den Boom, Ton Backx and Yucai Zhu
NICONET Report 1999-19: July 2000.
This report describes the preliminary steps for setting up a benchmark collection for identification. The identification protocol is described, where aspects as experiment set-up, signal pre-processing, modelling, parametrization, estimation methods and model validation are reviewed briefly. The relation of identification and control is stipulated. An analysis is given of requirements for good benchmarks for identification and some relevant organisational issues are addressed.
Factorizations and linear system solvers for matrices with Toeplitz structure
Daniel Kressner and Paul Van Dooren
SLICOT Working Note 2000-2: June 2000.
In this report we describe new routines for several factorizations of matrices with Toeplitz or block Toeplitz structure and show how this can be used to solve the corresponding systems of equations or least squares systems of equations. We also describe certain implementation details and show how to handle matrices of low rank or of low bandwidth.
Condition and Error Estimates in the Solution of Lyapunov and Riccati Equations
Petko Petkov, Da-Wei Gu, Mihail M. Konstantinov and Volker Mehrmann
SLICOT Working Note 2000-1: January 2000.
The condition number estimation and the computation of residual based forward error estimates in the numerical solution of matrix algebraic continuous-time and discrete-time Lyapunov and Riccati equations is considered. The estimates implemented involve the solution of triangular Lyapunov equations along with usage of the LAPACK norm estimator. Results from numerical experiments demonstrating the performance of the estimates proposed are presented.