June 20, 2012

This subdirectory contains the following Matlab source codes:

Hrx.m, HradjX.m                Compute the Hankel mapping and its adjoint

mytrace.m                      Routine for computing trace inner product

sysHankelgp_cv.m               Solve nuclear norm regularized system identification problem via dual gradient projection, using warmstart

iderror_acc.m                  Computes A, B, C, D and x0, and outputs identification and validation errors

Inputiderror_acc.m             Writes input to iderror_acc.m

new_test3.m                    Runcode: cross validation for finding the true system order of CD_player_arm.dat by solving nuclear norm regularization system identification problem

stabilize.m                    Subroutine for iderror_acc.m

vec.m                          Vectorizes matrices

validation_plot.m              Plots tradeoff curve from output of Inputiderror_acc.m

run_n4sid_code2.m              Calls the matlab function n4sid and computes identification and verification errors.

Implementation and numerical experience with the above codes are described in the paper: 
    Maryam Fazel, Ting Kei Pong, Defeng Sun and Paul Tseng
    "Hankel Matrix Rank Minimization with Applications to System Identification and Realization",
    Submitted.
This code was last updated on Dec 3, 2012.

Questions/comments/suggestions about the codes are welcome.  

Ting Kei Pong, tkpong@uw.edu