Subspace Identification for Linear Periodically Time-varying Systems

Abstract

In this paper, an extension of the output-only subspace identification, to the class of linear periodically time-varying (LPTV) systems, is proposed. The goal is to identify a useful information about the system’s stability using the Floquet theory which gives a necessary and sufficient condition for stability analysis. This information is retrieved from a matrix called the monodromy matrix, which is extracted by some simultaneous singular value decompositions (SVD) and from a resolution of a least squares criterion. The method is, finally, illustrated by a simulation of a model of a helicopter with a hinged-blades rotor.