On Consistency of Closed-Loop Subspace Identification with Innovation Estimation

• In this paper, we show that the consistency of closed-loop subspace identification methods (SIMs) can be achieved through innovation estimation. Based on this analysis, a sufficient condition for the consistency of a new proposed closed-loop SIM is given, A consistent estimate of the Kalman gain under closed-loop conditions is also provided based on the algorithm. A multi-input-multi-output simulation shows that itis consistent under closed-loop conditions, when traditional SIMs fail to provide consistent estimates.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Identification

Subspace

Closed-loop

TECHNOLOGY

TEKNIKVETENSKAP

Publikations- och innehållstyp

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