DocumentCode
393789
Title
Subspace identification of closed-loop systems
Author
Katayama, Tohru
Author_Institution
Dept. of Appl. Math. & Phys., Kyoto Univ., Japan
Volume
3
fYear
2002
fDate
5-7 Aug. 2002
Firstpage
1517
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;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE 2002. Proceedings of the 41st SICE Annual Conference
Print_ISBN
0-7803-7631-5
Type
conf
DOI
10.1109/SICE.2002.1196532
Filename
1196532
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