Closed-Loop Subspace Identification with Innovation Estimation

S. Joe QIN; Lennart LJUNG

doi:10.1016/S1474-6670(17)34868-1

Closed-Loop Subspace Identification with Innovation Estimation

S. Joe QIN, Lennart LJUNG

Research output: Journal Publications › Journal Article (refereed) › peer-review

85 Citations (Scopus)

Abstract

Most subspace identification algorithms are not applicable to closed-loop identification because they require future input to be uncorrelated with past innovation. In this paper, we propose a new subspaee identification 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.

Original language	English
Pages (from-to)	861-866
Number of pages	6
Journal	IFAC Proceedings Volumes
Volume	36
Issue number	16
DOIs	https://doi.org/10.1016/S1474-6670(17)34868-1
Publication status	Published - Sept 2003
Externally published	Yes
Event	13th IFAC Symposium on System Identification (SYSID 2003) - , Netherlands Duration: 27 Aug 2003 → 29 Aug 2003

Funding

Acknowledgments: Financial support from National Science Foundation under CTS-9985074 and a Faculty Research Assignment grant from University of Texas is gratefully acknowledged.

Keywords

closed-loop identification
innovation estimation
parsimonious models
subspace identification

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10.1016/S1474-6670(17)34868-1

Cite this

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title = "Closed-Loop Subspace Identification with Innovation Estimation",

abstract = "Most subspace identification algorithms are not applicable to closed-loop identification because they require future input to be uncorrelated with past innovation. In this paper, we propose a new subspaee identification 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.",

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AU - LJUNG, Lennart

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AB - Most subspace identification algorithms are not applicable to closed-loop identification because they require future input to be uncorrelated with past innovation. In this paper, we propose a new subspaee identification 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.

KW - closed-loop identification

KW - innovation estimation

KW - parsimonious models

KW - subspace identification

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DO - 10.1016/S1474-6670(17)34868-1

M3 - Journal Article (refereed)

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EP - 866

JO - IFAC Proceedings Volumes

JF - IFAC Proceedings Volumes

IS - 16

T2 - 13th IFAC Symposium on System Identification (SYSID 2003)

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ER -

Closed-Loop Subspace Identification with Innovation Estimation

Abstract

Funding

Keywords

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