Title :
Recursive Subspace Identification for Closed-loop Systems
Author :
Yueping, Jiang ; Haitao, Fang
Author_Institution :
Chinese Acad. of Sci., Beijing
Abstract :
The problem of recursive subspace identification of state-space models in closed-loop is considered in this paper. A new recursive algorithm based on stochastic approximation-principal component analysis (SA-PCA) is proposed to estimate a basis of the extended observability matrix in the noise-free case. The algorithm is evaluated by a simulation study.
Keywords :
closed loop systems; identification; matrix algebra; principal component analysis; state-space methods; stochastic processes; closed-loop systems; observability matrix; principal component analysis; recursive subspace identification; state-space models; stochastic approximation; Algorithm design and analysis; Mathematical model; Mathematics; Noise measurement; Observability; Predictive models; Principal component analysis; Recursive estimation; Stochastic resonance; System identification; Closed loop; Principal component analysis; Recursive subspace identification; State-space models;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347387
