DocumentCode
2878801
Title
Closed loop subspace system identification
Author
Van Overschee, Peter ; De Moor, Bart
Author_Institution
ESAT, Katholieke Univ., Leuven, Heverlee, Belgium
Volume
2
fYear
1997
fDate
10-12 Dec 1997
Firstpage
1848
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657851
Filename
657851
Link To Document