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.
|Number of pages||6|
|Journal||IFAC Proceedings Volumes|
|Publication status||Published - Sept 2003|
|Event||13th IFAC Symposium on System Identification (SYSID 2003) - , Netherlands|
Duration: 27 Aug 2003 → 29 Aug 2003
Bibliographical noteAcknowledgments: 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