Subspace Based Identification of Errors-in-Variables Linear Descriptor Systems

Abstract

The identification of linear descriptor systems (DAEs) from noise-corrupted data makes two critical assumptions: requirement of an \textit{a priori} classification of variables into inputs and outputs, and a pre-specified structural assumption with respect to the index of the system. This paper proposes a data-driven methodology for identifying index-0 and index-1 DAEs within an errors-in-variables framework. We extend a subspace-based iterative PCA (SMI-IPCA) approach to the behavioral setting, treating all measured variables as a unified augmented vector to avoid classification bias. This method enables systematic estimation of the noise variances, the number of algebraic and differential output variables, while simultaneously identifying the algebraic constraints and kernel representation of the dynamic system corresponding to its minimal realization order without prior structural knowledge. Simulation studies on index-0 and index-1 systems demonstrate the effectiveness of the proposed approach and its practical applicability.