Consistency analysis of closed-loop subspace identification

被引:1
作者
Chiuso, A [1 ]
Picci, G [1 ]
机构
[1] Univ Padua, Dipartimento Ingn Informaz, I-35131 Padua, Italy
来源
2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5 | 2004年
关键词
D O I
10.1109/CDC.2004.1430373
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 builds on theoretical work that we have been carrying through in the last years, on stochastic state space construction in the presence of feedback. Two new subspace algorithms for closed loop systems are analyzed and a consistency analysis and explicit computation of the bias are provided, using the framework of stochastic systems and stochastic realization theory.
引用
收藏
页码:2188 / 2194
页数:7
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