Choice of state-space basis in combined deterministic-stochastic subspace identification

This paper describes how the state-space basis of models identified with subspace identification algorithms can be determined. It is shown that this basis is determined by the input spectrum and by user-defined input and output weightings. Through the connections between subspace identification and frequency-weighted balancing, the state-space basis of the subspace-identified models is shown to coincide with a frequency-weighted balanced basis.