Title :
A novel algorithm for recursive instrumental variable based subspace identification
Author :
Gustafsson, Tony ; Lovera, Marco ; Verhaegen, Michel
Author_Institution :
Dept. of Signals & Syst., Chalmers Univ. of Technol., Goteborg, Sweden
Abstract :
The problem of MIMO recursive identification is considered within the framework of subspace model identification (SMI). In this paper the use of recent signal processing algorithms for the recursive update of the SVD is proposed, and an instrumental variable (IV) approach is followed to accommodate for arbitrary correlation of the disturbances
Keywords :
MIMO systems; recursive estimation; signal processing; IV approach; MIMO recursive identification; SMI; SVD; disturbance correlation; recursive instrumental variable based subspace identification; recursive update; signal processing algorithms; subspace model identification; Instruments; Least squares approximation; Least squares methods; MIMO; Observability; Signal processing; Signal processing algorithms; State estimation; State-space methods; Time varying systems;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.761842
