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On Consistency of Closed-Loop Subspace Identification with Innovation Estimation
Texas University, TX, USA.
Texas University, TX, USA.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2007 (English)Report (Other academic)
Abstract [en]

In this paper, we show that the consistency of closed-loop subspace identification methods (SIMs) can be achieved through innovation estimation. Based on this analysis, a sufficient condition for the consistency of a new proposed closed-loop SIM is given, A consistent estimate of the Kalman gain under closed-loop conditions is also provided based on the algorithm. A multi-input-multi-output simulation shows that itis consistent under closed-loop conditions, when traditional SIMs fail to provide consistent estimates.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2007. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2807
Keyword [en]
Identification, Subspace, Closed-loop
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-56131ISRN: LiTH-ISY-R-2807OAI: diva2:316966
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-02Bibliographically approved

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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