A Subspace Identification of Closed-Loop Systems based on Stochastic Realization
نویسندگان
چکیده
منابع مشابه
Subspace Identification of Closed Loop Systems by Stochastic Realization
We develop a closed loop subspace identification method based on stochastic realization theory. Using the preliminary orthogonal decomposition of (Picci and Katayama, 1996b) we show that, under the assumption that the exogenous input is feedback-free and persistently exciting (PE), the identification of closed loop systems is divided into two subproblems: the deterministic identification of the...
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2001
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2001.9