抄録
In this paper, another interpretation for Subspace-based State Space System IDentification (4SID) meth-ods by subspace extraction via Schur complement is presented. In the ordinary MIMO Output-Error State space model identification (MOESP) algorithm, it is shown that the estimate of the extended observability matrix is obtained from Schur complement matrix, which is derived from the matrix consisted of the Hankel matrices of input-output data. The proposed method is applied similarly to Instrumental Variable (IV) based 4SID methods. A feature of our method is that the same procedure can be applicable to both cases, MOESP and IV-based one. We also propose a recursive computation based on the subspace extraction via Schur complement. Finally, a numerical example illustrates the proposed algorithm.
