Title :
Closed loop subspace system identification
Author :
Van Overschee, Peter ; De Moor, Bart
Author_Institution :
ESAT, Katholieke Univ., Leuven, Heverlee, Belgium
Abstract :
We present a general framework for closed loop subspace system identification. This framework consists of two new projection theorems which allow the extraction of non-steady state Kalman filter states and of system related matrices directly from input output data. Three algorithms for the identification of the state space matrices can be derived from these theorems. The similarities between the theorems and algorithms, and the corresponding open loop theorems and algorithms in the literature are remarked on
Keywords :
Hankel matrices; Kalman filters; Toeplitz matrices; closed loop systems; controllability; state estimation; state-space methods; closed loop subspace system identification; nonsteady state Kalman filter states; projection theorems; state space matrices; Data mining; Error correction; Feedback; Instruments; Intelligent systems; MIMO; Optimal control; Optimization methods; State-space methods; System identification;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657851
