COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP

Weilu Lin; S. Joe Qin; Lennart Ljung

doi:10.3182/20050703-6-cz-1902.00083

COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP

Weilu Lin
, S. Joe Qin^*
, Lennart Ljung

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

8 Citations (Scopus)

Abstract

in this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method. Copyright © 2005 IFAC.

Original language	English
Title of host publication	PROCEEDINGS of the 16^th IFAC World Congress
Publisher	Elsevier
Pages	494-499
ISBN (Print)	008045108X, 9780080451084
DOIs	https://doi.org/10.3182/20050703-6-cz-1902.00083
Publication status	Published - 2005
Externally published	Yes
Event	16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 - Prague, Czech Republic Duration: 3 Jul 2005 → 8 Jul 2005 https://www.sciencedirect.com/journal/ifac-proceedings-volumes/vol/38/issue/1

Publication series

Name	IFAC Proceedings Volumes (IFAC-PapersOnline)
Number	1
Volume	38
ISSN (Print)	1474-6670

Conference

Conference	16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005
Place	Czech Republic
City	Prague
Period	3/07/05 → 8/07/05
Internet address	https://www.sciencedirect.com/journal/ifac-proceedings-volumes/vol/38/issue/1

Research Keywords

Closed-loop identification
Subspace algorithms

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@inproceedings{1c145e24c5cf4135ad339942417858a4,

title = "COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP",

abstract = "in this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method. Copyright {\textcopyright} 2005 IFAC.",

keywords = "Closed-loop identification, Subspace algorithms",

author = "Weilu Lin and Qin, \{S. Joe\} and Lennart Ljung",

year = "2005",

doi = "10.3182/20050703-6-cz-1902.00083",

language = "English",

isbn = "008045108X",

series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",

publisher = "Elsevier",

number = "1",

pages = "494--499",

booktitle = "PROCEEDINGS of the 16th IFAC World Congress",

note = "16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005 ; Conference date: 03-07-2005 Through 08-07-2005",

url = "https://www.sciencedirect.com/journal/ifac-proceedings-volumes/vol/38/issue/1",

}

Lin, W, Qin, SJ & Ljung, L 2005, COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP. in PROCEEDINGS of the 16^th IFAC World Congress. IFAC Proceedings Volumes (IFAC-PapersOnline), no. 1, vol. 38, Elsevier, pp. 494-499, 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005, Prague, Czech Republic, 3/07/05. https://doi.org/10.3182/20050703-6-cz-1902.00083

COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP. / Lin, Weilu; Qin, S. Joe; Ljung, Lennart.
PROCEEDINGS of the 16^th IFAC World Congress. Elsevier, 2005. p. 494-499 (IFAC Proceedings Volumes (IFAC-PapersOnline); Vol. 38, No. 1).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP

AU - Lin, Weilu

AU - Qin, S. Joe

AU - Ljung, Lennart

PY - 2005

Y1 - 2005

N2 - in this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method. Copyright © 2005 IFAC.

AB - in this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method. Copyright © 2005 IFAC.

KW - Closed-loop identification

KW - Subspace algorithms

UR - https://www.scopus.com/pages/publications/79960728027

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-79960728027&origin=recordpage

U2 - 10.3182/20050703-6-cz-1902.00083

DO - 10.3182/20050703-6-cz-1902.00083

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 008045108X

SN - 9780080451084

T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)

SP - 494

EP - 499

BT - PROCEEDINGS of the 16th IFAC World Congress

PB - Elsevier

T2 - 16th Triennial World Congress of International Federation of Automatic Control, IFAC 2005

Y2 - 3 July 2005 through 8 July 2005

ER -

COMPARISONS OF SUBSPACE IDENTIFICATION METHODS FOR SYSTEMS OPERATING ON CLOSED-LOOP

Abstract

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