Title :
Subspace identification of closed-loop systems
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Japan
Abstract :
We briefly review a stochastic realization theory based subspace method for identifying closed loop systems. Using the preliminary orthogonal decomposition we show that, under the assumption that the exogenous input is persistently excited, the identification of closed loop systems is divided into two subproblems: the deterministic identification of the plant and controller, and the stochastic identification of the noise filter.
Keywords :
closed loop systems; identification; linear systems; multidimensional systems; stochastic systems; transfer function matrices; closed loop systems; deterministic identification; finite dimensional system; linear time-invariant system; noise filter; orthogonal decomposition; stochastic identification; subspace identification; subspace method; transfer matrices; Closed loop systems; Control systems; Covariance matrix; Filters; Mathematics; Physics; State-space methods; Stochastic resonance; Stochastic systems; White noise;
Conference_Titel :
SICE 2002. Proceedings of the 41st SICE Annual Conference
Print_ISBN :
0-7803-7631-5
DOI :
10.1109/SICE.2002.1196532
