Title :
Consistency analysis of closed-loop subspace identification
Author :
Chiuso, Alessandro ; Picci, Giorgio
Author_Institution :
Dipt. di Ingegneria dell´´Informazione, Universita di Padova, Italy
Abstract :
This paper builds on theoretical work that we have been carrying through in the last years, on stochastic state space construction in the presence of feedback. Two new subspace algorithms for closed loop systems are analyzed and a consistency analysis and explicit computation of the bias are provided, using the framework of stochastic systems and stochastic realization theory.
Keywords :
closed loop systems; control system analysis; identification; state feedback; stochastic systems; closed loop systems; closed-loop subspace identification; consistency analysis; explicit bias computation; feedback; stochastic realization theory; stochastic state space construction; stochastic systems; Algorithm design and analysis; Closed loop systems; History; Output feedback; Signal processing; State feedback; State-space methods; Stochastic processes; Stochastic systems; Technological innovation;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location :
Nassau
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1430373
