Abstract
In this paper, we present the recursive subspace identification based on the subspace extraction via Schur complement. The subspace extraction via Schur complement is the alternative derivation of the estimate of the extended observability matrix in MIMO Output-Error State space model identification (MOESP) algorithm. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive implementation for the subspace-based state-space model identification (4SID) methods are presented. The proposed algorithm also apply to an instrumental variable (IV) based 4SID method.
