TY - GEN
T1 - On consistency of closed-loop subspace identification with innovation estimation
AU - Lin, Weilu
AU - Qin, S. Joe
AU - Ljung, Lennart
PY - 2004/12
Y1 - 2004/12
N2 - In this paper, we show that the consistency of closed-loop subspace identification methods (SIMs) can be achieved through innovation estimation. Based on this analysis, a sufficient condition for the consistency of a new proposed closed-loop SIM is given. A consistent estimate of the Kalman gain under closed-loop conditions is also provided based on the algorithm. A multi-input-multi-output (MIMO) simulation shows that it is consistent under closed-loop condition, when traditional SIMs fail to provide consistent estimates.
AB - In this paper, we show that the consistency of closed-loop subspace identification methods (SIMs) can be achieved through innovation estimation. Based on this analysis, a sufficient condition for the consistency of a new proposed closed-loop SIM is given. A consistent estimate of the Kalman gain under closed-loop conditions is also provided based on the algorithm. A multi-input-multi-output (MIMO) simulation shows that it is consistent under closed-loop condition, when traditional SIMs fail to provide consistent estimates.
UR - http://www.scopus.com/inward/record.url?scp=14344260494&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-14344260494&origin=recordpage
U2 - 10.1109/cdc.2004.1430374
DO - 10.1109/cdc.2004.1430374
M3 - RGC 32 - Refereed conference paper (with host publication)
SN - 0780386825
VL - 2
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2195
EP - 2200
BT - 2004 43rd IEEE Conference on Decision and Control (CDC)
PB - IEEE
T2 - 43rd IEEE Conference on Decision and Control, CDC 2004
Y2 - 14 December 2004 through 17 December 2004
ER -