Asymptotic Property of MOESP-type Closed-loop Subspace Model Identification

Abstract

Recently, MOESP-type closed-loop subspace model identification (CL-MOESP) has been proposed by the authors and its effectiveness has been demonstrated via both numerical simulations and real-life systems, e.g., a cart-inverted pendulum system. However, asymptotic properties of CL-MOESP has not yet been studied. The purpose of this paper is to clarify the asymptotic properties of CL-MOESP from the viewpoint of Two-stage closed-loop identification. Moreover, it is shown that CL-MOESP minimizes a truncation error due to a finite number of sampled data.