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Closed-Loop Subspace Identification with Innovation Estimation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Texas at Austin, TX, USA.
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 887-892 p.Conference paper (Refereed)
Abstract [en]

Most subspace identication algorithms are not applicable to closed-loop identication because they require future input to be uncorrelated with pastinnovation. In this paper, we propose a new subspace identication method that remove this requirement by using a parsimonious model formulation with innovation estimation. A simulation example is included to show the effectiveness of the proposed method.

Place, publisher, year, edition, pages
2003. 887-892 p.
Keyword [en]
Suspace methods, Closed loop identification, Parsimonious models, Innovation estimation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-90856ISBN: 9780080437095OAI: diva2:615081
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003
Available from: 2013-04-08 Created: 2013-04-07 Last updated: 2013-08-29

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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