Comparisons of Subspace Identification Methods for Systems Operating On Closed-Loop

Weilu LIN, S. Joe QIN*, Lennart LJUNG

*Corresponding author for this work

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

8 Citations (Scopus)


in this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method. Copyright © 2005 IFAC.
Original languageEnglish
Pages (from-to)494-499
Number of pages6
JournalIFAC Proceedings Volumes
Issue number1
Publication statusPublished - 2005
Externally publishedYes
Event16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 - , Czech Republic
Duration: 3 Jul 20058 Jul 2005

Bibliographical note

ISBN: 9780080451084 <br/>Supported by Weyerhaeuser Company through sponsorship of the Texas-Wisconsin Modeling and Control Consortium.


  • Closed-loop identification
  • Subspace algorithms


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