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

Weilu LIN; S. Joe QIN; Lennart LJUNG

doi:10.3182/20050703-6-cz-1902.00083

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 Publications › Journal Article (refereed) › peer-review

8 Citations (Scopus)

Abstract

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 language	English
Pages (from-to)	494-499
Number of pages	6
Journal	IFAC Proceedings Volumes
Volume	38
Issue number	1
DOIs	https://doi.org/10.3182/20050703-6-cz-1902.00083
Publication status	Published - 2005
Externally published	Yes
Event	16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 - , Czech Republic Duration: 3 Jul 2005 → 8 Jul 2005

Bibliographical note

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

Keywords

Closed-loop identification
Subspace algorithms

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10.3182/20050703-6-cz-1902.00083

Cite this

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title = "Comparisons of Subspace Identification Methods for Systems Operating On Closed-Loop",

abstract = "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 {\textcopyright} 2005 IFAC.",

keywords = "Closed-loop identification, Subspace algorithms",

author = "Weilu LIN and QIN, {S. Joe} and Lennart LJUNG",

note = "ISBN: 9780080451084 <br/>Supported by Weyerhaeuser Company through sponsorship of the Texas-Wisconsin Modeling and Control Consortium.; 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 ; Conference date: 03-07-2005 Through 08-07-2005",

year = "2005",

doi = "10.3182/20050703-6-cz-1902.00083",

language = "English",

volume = "38",

pages = "494--499",

journal = "IFAC Proceedings Volumes",

issn = "1474-6670",

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TY - JOUR

T1 - Comparisons of Subspace Identification Methods for Systems Operating On Closed-Loop

AU - LIN, Weilu

AU - QIN, S. Joe

AU - LJUNG, Lennart

N1 - ISBN: 9780080451084 <br/>Supported by Weyerhaeuser Company through sponsorship of the Texas-Wisconsin Modeling and Control Consortium.

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

KW - Closed-loop identification

KW - Subspace algorithms

UR - http://www.scopus.com/inward/record.url?scp=79960728027&partnerID=8YFLogxK

U2 - 10.3182/20050703-6-cz-1902.00083

DO - 10.3182/20050703-6-cz-1902.00083

M3 - Journal Article (refereed)

SN - 1474-6670

VL - 38

SP - 494

EP - 499

JO - IFAC Proceedings Volumes

JF - IFAC Proceedings Volumes

IS - 1

T2 - 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005

Y2 - 3 July 2005 through 8 July 2005

ER -

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

Abstract

Bibliographical note

Keywords

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