Recursive form of the eigensystem realization algorithm for system identification

Abstract

An algorithm is developed for recursively calculating the minimum realization of a linear system from sampled impulse response data. The Gram-Schmidt orthonormalization technique is used to generate an orthonormal basis for factorization of the data matrix. The system matrix thus identified is in upper Hessenberg form, which has advantages for the identification of modal parameters including damping coefficients, frequencies, mode shapes, and modal participation factors. It also has the property that once an element of the system matrix is computed, it is never altered as the dimension of the model is increased in the recursive process. Numerical examples are presented for comparison of the recursive and nonrecursive forms of the eigensystem realization algorithm.