On Consistency of Closed-Loop Subspace Identification with Innovation Estimation
2007 (English)Report (Other academic)
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
Identification, Subspace, Closed-loop
IdentifiersURN: urn:nbn:se:liu:diva-56131ISRN: LiTH-ISY-R-2807OAI: oai:DiVA.org:liu-56131DiVA: diva2:316966