Subspace Identification of Closed-Loop EIV System Based on Instrumental Variables Using Orthoprojection

被引：3

作者：

Li, Youfeng ^{[1
]}

Xiong, Zenggang ^{[1
]}

Ye, Conghuan ^{[1
]}

Zhang, Xuemin ^{[1
]}

Xu, Fang ^{[1
]}

Zhao, Xiaochao ^{[1
]}

机构：

[1] Hubei Engn Univ, Sch Comp & Informat Sci, Xiaogan 432000, Peoples R China

来源：

JOURNAL OF SIGNAL PROCESSING SYSTEMS FOR SIGNAL IMAGE AND VIDEO TECHNOLOGY | 2021年 / 93卷 / 2-3期

基金：

中国国家自然科学基金;

关键词：

Subspace identification; Closed-loop system; EIV (errors-in-variables) model; Instrumental variables; MODEL IDENTIFICATION; ALGORITHMS;

D O I：

10.1007/s11265-020-01618-y

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper proposes a subspace identification method for closed-loop EIV (errors-in-variables) problems based on instrumental variables . First, a unified framework is derived, and then the reason is discussed why some existing subspace methods based on instrumental variables could be biased under closed-loop conditions. Afterwards a remedy is given to eliminate the bias by simply replacing the instrumental variable. Using orthogonal projection, the resulting instrumental variable method is very simple and easy to extend. In addition, simulation studies illustrate the effects of different instrumental variables.

引用

页码：345 / 355

页数：11

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