Department of Mechanical & System Engineering, Graduate School of Engineering and Science, Kyoto Institute of Technology
Yuji MATSUURA
Department of Mechanical & System Engineering, Graduate School of Engineering and Science, Kyoto Institute of Technology Dynamics & Acoustics Research Section, Mechanical Engineering Research Laboratory, Kobe Steel, Ltd.
Akira OHSUMI
Department of Mechanical & System Engineering, Graduate School of Engineering and Science, Kyoto Institute of Technology
A recursive algorithm is derived for subspace system identification which is flexible and applicable to continuous/discrete-time, time-invariant/varying stochastic systems. Efficacy of the algorithm is demonstrated by simulations, comparing with another proposed algorithm.
