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On Consistency of Closed-Loop Subspace Identification with Innovation Estimation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Texas University, TX, USA.
Texas University, TX, USA.
2004 (English)In: Proceedings of the 43rd IEEE Conference on Decision and Control, 2004, 2195-2200 p.Conference paper (Refereed)
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
2004. 2195-2200 p.
Keyword [en]
Identification, Subspace, Closed-loop
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-89177DOI: 10.1109/CDC.2004.1430374ISBN: 0-7803-8682-5OAI: diva2:612724
43rd IEEE Conference on Decision and Control, Paradise Island, Bahamas, December, 2004
Available from: 2013-03-24 Created: 2013-02-25 Last updated: 2013-03-24

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ReferencesLink to record
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