A novel data-driven bilinear subspace identification approach

摘要

Subspace identification methods for bilinear systems perform computation with data matrix exploding. Huge computational burdens have been the biggest problem that prohibits real applications of bilinear subspace identification. In this paper, we propose a novel approach with the identification of bilinear predictor model from input-output data with enhanced computational efficiency. Based on the displacement structure theory, the QR factorization is replaced with a fast Cholesky factorization, which deals with the curse of huge dimensionality and therefore reduces the computation cost. These improvements make the bilinear subspace approach more computationally efficient with good prediction ability. Finally, I the proposed control approach is illustrated with a simulation of the non-linear continuously stirred tank reactor (CSTR) system.