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.
|Number of pages||6|
|Journal||IFAC Proceedings Volumes|
|Publication status||Published - 2005|
|Event||16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 - , Czech Republic|
Duration: 3 Jul 2005 → 8 Jul 2005
Bibliographical noteISBN: 9780080451084 <br/>Supported by Weyerhaeuser Company through sponsorship of the Texas-Wisconsin Modeling and Control Consortium.
- Closed-loop identification
- Subspace algorithms