Closed-Loop Subspace Identification with Innovation Estimation

S. Joe QIN, Lennart LJUNG

Research output: Journal PublicationsJournal Article (refereed)peer-review

84 Citations (Scopus)


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 languageEnglish
Pages (from-to)861-866
Number of pages6
JournalIFAC Proceedings Volumes
Issue number16
Publication statusPublished - Sept 2003
Externally publishedYes
Event13th IFAC Symposium on System Identification (SYSID 2003) - , Netherlands
Duration: 27 Aug 200329 Aug 2003

Bibliographical note

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


  • closed-loop identification
  • innovation estimation
  • parsimonious models
  • subspace identification


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