On Consistency of Closed-Loop Subspace Identification with Innovation Estimation
2004 (English)In: Proceedings of the 43rd IEEE Conference on Decision and Control, 2004, 2195-2200 p.Conference paper (Refereed)
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
2004. 2195-2200 p.
Identification, Subspace, Closed-loop
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-89177DOI: 10.1109/CDC.2004.1430374ISBN: 0-7803-8682-5OAI: oai:DiVA.org:liu-89177DiVA: diva2:612724
43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, December, 2004