Comparison of Two Subspace Identification Methods for Combined Deterministic-Stochastic System: Part 2

Hidetoshi Kawauchi; Alessandro Chiuso; Tohru Katayama; Giorgio Picci

doi:10.5687/sss.2001.15

The 32nd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2000, Tottori)

Comparison of Two Subspace Identification Methods for Combined Deterministic-Stochastic System: Part 2

Hidetoshi Kawauchi, Alessandro Chiuso, Tohru Katayama, Giorgio Picci

Author information

Keywords: orthogonal decomposition, parallel case, LQ factorization, closed-loop identification

JOURNAL FREE ACCESS

2001 Volume 2001 Pages 15-20

DOI https://doi.org/10.5687/sss.2001.15

Details

Abstract

In this paper, we review the subspace identification method based on a preliminary orthogonal decomposition, which is shown to be more robust and reliable than N4SID like methods in critical cases [2, 5]. We then briefly describe a method of identifying a system operating in closed-loop based on the orthogonal decomposition method. Numerical results are included to show an improvement of performance in critical cases.

Corresponding author

Register with J-STAGE for free!