Consistency analysis of some closed-loop subspace identification methods

被引：125

作者：

Chiuso, A ^{[1
]}

Picci, G ^{[1
]}

机构：

[1] Univ Padua, Dept Informat Engn, I-35131 Padua, Italy

来源：

AUTOMATICA | 2005年 / 41卷 / 03期

关键词：

subspace identification; exogenous inputs; stochastic realization; statistical analysis; stochastic state-space identification;

D O I：

10.1016/j.automatica.2004.10.015

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms may be seen as implementations of an abstract state-space construction procedure described by the authors in previous work on stochastic realization of closed-loop systems. A detailed error analysis is undertaken which shows that both algorithms are biased due to an unavoidable mishandling of initial conditions which occurs in closed-loop identification. Instability of the open loop system may also be a cause of trouble. (C) 2004 Elsevier Ltd. All rights reserved.

引用

页码：377 / 391

页数：15

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