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Comparison of Subspace Identification Methods for Systems Operating in Closed Loop
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
The University of Texas, USA.
The University of Texas, USA.
2005 (English)In: Proceedings of the 16th IFAC World Congress, 2005, 82-82 p.Conference paper (Refereed)
Abstract [en]

In this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method.

Place, publisher, year, edition, pages
2005. 82-82 p.
Keyword [en]
Closed-loop identification, Subspace algorithms
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-89180DOI: 10.3182/20050703-6-CZ-1902.00083ISBN: 978-3-902661-75-3OAI: diva2:612669
16th IFAC World Congress, Prague, Czech Republic, July, 2005
Available from: 2013-03-23 Created: 2013-02-25 Last updated: 2013-03-23

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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