A Numerical Aspect of Recursive Subspace Algorithm for Time-varying Systems

Abstract

Recently, many researches for recursive 4SID algorithms have been proposed, including authors' work [7]. Recursive algorithm is desirable for the identification of time-varying systems. However, the construction of input and output data matrices is essentially important from the computational point of view. In this paper, the effectiveness of our proposed method [7] is demonstrated by comparing with other method employing forgetting factor in data matrices.