Closed-Loop Subspace Identification with Innovation Estimation
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 887-892 p.Conference paper (Refereed)
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.
Suspace methods, Closed loop identification, Parsimonious models, Innovation estimation
IdentifiersURN: urn:nbn:se:liu:diva-90856ISBN: 9780080437095OAI: oai:DiVA.org:liu-90856DiVA: diva2:615081
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003