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Closed-loop Subspace Identification with Innovation Estimation
University of Texas at Austin, TX, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

Most subspace identication algorithms are not applicable to closed-loop identication because they require future input to be uncorrelated with pastinnovation. In this paper, we propose a new subspace identication method that remove this requirement by using a parsimonious model formulation with innovation estimation. A simulation example is included to show the effectiveness of the proposed method.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2559
Keyword [en]
Suspace methods, Closed loop identification, Parsimonious models, Innovation estimation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55962ISRN: LiTH-ISY-R-2559OAI: diva2:316774
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-03Bibliographically approved

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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ReferencesLink to record
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