RandSysID

This repository contains MATLAB codes for randomized system identification methods, accompanying the paper

Minster, Rachel, Arvind K. Saibaba, Jishnudeep Kar, and Aranya Chakrabortty. "Efficient Randomized Algorithms for Subspace System Identification." arXiv preprint arXiv:2003.11872 (2020).

@article{minster2020efficient,
  title={Efficient Randomized Algorithms for Subspace System Identification},
  author={Minster, Rachel and Saibaba, Arvind K and Kar, Jishnudeep and Chakrabortty, Aranya},
  journal={arXiv preprint arXiv:2003.11872},
  year={2020}
}

Thanks to NSF for their support through the grants DMS-1745654, DMS-1821149, and ECS-1711004.

Toolbox Requirements

This code requires the MATLAB Control Systems Toolbox

Startup

Before using codes, run

   addpath('test_matrices', 'ERA')