System Identification Using Subspace-based Instrumental Variable Methods
نویسنده
چکیده
Subspace-based methods for state-space system identiication have lately been suggested as an alternative to more traditional techniques for multivariable system identiication. In this paper a novel instrumental variable (IV) approach to subspace-based system identiication is presented. Consistency and choices of IVs are discussed. One result of the paper is that the so-called PO-MOESP algorithm can be derived within the presented framework, making use of a natural choice of IVs.
منابع مشابه
Subspace-based optimal IV method for closed-loop system identification
This paper deals with an optimal instrumental variable method dedicated to subspace-based closed-loop system identification. The presented solution is based on the MOESP technique but requires to modify the original scheme by proposing a new PO MOESP method which uses reconstructed past input and past output data as instrumental variables. The developed approach is then illustrated via a simula...
متن کاملConvergence analysis of instrumental variable recursive subspace identification algorithm∗
The convergence properties of recently developed recursive subspace identification methods are investigated in this paper. The algorithms operate on the basis of instrumental variable (IV) versions of the propagator method for signal subspace estimation. It is proved that, under suitable conditions on the input signal and the system, the considered recursive subspace identification algorithms c...
متن کاملFrequency Domain System Identification with Instrumental Variable based Algorithm
In this paper we discuss how the time domain subspace based identification algorithms can be modified in order to be applicable when the primary measurements are given as samples of the Fourier transform of the input and output signals or alternatively samples of the transfer function. An instrumental variable (IV) based subspace algorithm is presented. We show that this method is consistent if...
متن کاملPropagator-based methods for recursive subspace model identification
The problem of the online identification of multi-input multi-output (MIMO) state-space models in the framework of discrete-time subspace methods is considered in this paper. Several algorithms, based on a recursive formulation of the MIMO output error state-space (MOESP) identification class, are developed. The main goals of the proposed methods are to circumvent the huge complexity of eigenva...
متن کاملConvergence analysis of instrumental variable recursive subspace identification algorithms
The convergence properties of a recently developed recursive subspace identification algorithm are investigated in this paper. The algorithm operates on the basis of an extended instrumental variable (EIV) version of the propagator method for signal subspace estimation. It is proved that, under weak conditions on the input signal and the identified system, the considered MOESP class of recursiv...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1997