Title :
Closed-loop identification using canonical correlation analysis
Author :
Chou, C.T. ; Verhaegen, Michel
Author_Institution :
Dept. of Electr. Eng., Delft Univ. of Technol., Delft, Netherlands
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
We consider the identification of linear state space innovations model from closed-loop data. We suggest to use the subspace closed-loop identification algorithm of [3] to obtain an initial estimate of the deterministic part of the system and then plug this estimate into the second stage of the 2CCA algorithm of Peternell et. al. [9]. The main result of this paper is to show that given closed-loop data and consistent estimates of a number of Markov parameters of the deterministic part of the system, the second stage of the 2CCA algorithm delivers consistent estimates of the system matrices of the innovations model.
Keywords :
Markov processes; closed loop systems; correlation methods; identification; linear systems; state-space methods; 2CCA algorithm; Markov parameters; canonical correlation analysis; linear state space innovation model; subspace closed-loop identification algorithm; system matrices; Aerospace electronics; Computational modeling; Data models; Markov processes; Prediction algorithms; Signal processing algorithms; Technological innovation; System identification; closed-loop identification; state space systems; subspace identification;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
