Closed loop subspace system identification

• Published in: Proceedings of the 36th IEEE Conference on Decision and Control Vol. 2; pp. 1848 - 1853 vol.2
• Main Authors: Van Overschee, P., De Moor, B.
• Format: Conference Proceeding
• Language: English
• Published: IEEE 1997
• Subjects: Data mining; Error correction; Feedback; Instruments; Intelligent systems; MIMO; Optimal control; Optimization methods; State-space methods; System identification

We present a general framework for closed loop subspace system identification. This framework consists of two new projection theorems which allow the extraction of non-steady state Kalman filter states and of system related matrices directly from input output data. Three algorithms for the identific...