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Subspace Identification from Closed Loop Data
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1996 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 52, no 2, 209-215 p.Article in journal (Refereed) Published
Abstract [en]

The so-called subspace methods for direct identification of linear models in state space form have drawn considerable interest recently. They have been found to work well in many cases but have one drawback — they do not yield consistent estimates for data collected under output feedback. The present paper points to the reasons for this. We stress how the basic idea is to focus on the estimation of the state-variable candidates — the k-step ahead output predictors. By recomputing these from a ‘non-parametric’ (or, rather, high order ARX) one-step ahead predictor model, closed loop data can be handled.

Place, publisher, year, edition, pages
1996. Vol. 52, no 2, 209-215 p.
Keyword [en]
Subspace methods, Closed loop identification, State-space modeling
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56350DOI: 10.1016/0165-1684(96)00054-0OAI: oai:DiVA.org:liu-56350DiVA: diva2:318607
Available from: 2010-05-09 Created: 2010-05-07 Last updated: 2017-12-12

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Ljung, Lennart

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