Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第32回ISCIE「確率システム理論と応用」国際シンポジウム(2000年11月, 鳥取)
A Subspace Identification of Closed-Loop Systems based on Stochastic Realization
Dongliang HuangTohru Katayama
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2001 年 2001 巻 p. 9-14

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In this paper, we consider a subspace model identification for closed-loop systems based on stochastic realization approach. At first, by the joint input-output method the closed-loop identification problem is reformulated to an open-loop one, which can be solved by the recently proposed realization based subspace method ([3]). Then an effective model reduction step is adopted to obtain a plant model of the original system order from the estimated higher-order model, which is possibly unstable. We include two numerical examples to illustrate the effectiveness of the proposed method.
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© 2001 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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