A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations

被引：3

作者：

Di Ruscio, David ^{[1
]}

机构：

[1] Telemark Univ Coll, N-3901 Porsgrunn, Norway

来源：

MODELING IDENTIFICATION AND CONTROL | 2009年 / 30卷 / 04期

关键词：

Subspace; Identification; Closed loop; Linear Systems; Kalman filter; Modeling; SYSTEM-IDENTIFICATION; KALMAN FILTER; ALGORITHM;

D O I：

10.4173/mic.2009.4.2

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A novel promising bootstrap subspace system identification algorithm for both open and closed loop systems is presented. An outline of the SSARX algorithm by Jansson (2003) is given and a modified SSARX algorithm is presented. Some methods which are consistent for closed loop subspace system identification presented in the literature are discussed and compared to a recently published subspace algorithm which works for both open as well as for closed loop data, i.e., the DSR_e algorithm as well as the new bootstrap subspace method presented in this paper. Experimental comparisons are performed by Monte Carlo simulations.

引用

页码：203 / 222

页数：20

共 50 条

[1] An indirect closed loop subspace identification method
Une méthode indirecte d'identification par sous-espaces en boucle fermée
Pouliquen, M. (mathieu.pouliquen@unicaen.fr), 1600, Lavoisier (46): : 6 - 7
[2] An indirect closed loop subspace identification method
Pouliquen, Mathieu
Gehan, Olivier
Pigeon, Eric
49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 4417 - 4422
[3] Closed loop subspace identification
Nilsen, GW
Di Ruscio, D
MODELING IDENTIFICATION AND CONTROL, 2005, 26 (03) : 151 - 163
[4] Closed-loop subspace identification methods: an overview
van der Veen, Gijs
van Wingerden, Jan-Willem
Bergamasco, Marco
Lovera, Marco
Verhaegen, Michel
IET CONTROL THEORY AND APPLICATIONS, 2013, 7 (10): : 1339 - 1358
[5] Closed-loop subspace identification
University of Alberta, Edmonton, AB, Canada
不详
Lect. Notes Control Inf. Sci., 2008, (55-78):
[6] Closed loop subspace system identification
Van Overschee, P
De Moor, B
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 1848 - 1853
[7] Asymptotic variance of closed-loop subspace identification methods
Chiuso, Alessandro
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (08) : 1299 - 1314
[8] Subspace identification of closed loop systems by the orthogonal decomposition method
Katayama, T
Kawauchi, H
Picci, G
AUTOMATICA, 2005, 41 (05) : 863 - 872
[9] Subspace identification of closed-loop systems
Katayama, T
SICE 2002: PROCEEDINGS OF THE 41ST SICE ANNUAL CONFERENCE, VOLS 1-5, 2002, : 1517 - 1520
[10] Subspace identification from closed loop data
Ljung, L
McKelvey, T
SIGNAL PROCESSING, 1996, 52 (02) : 209 - 215

← 1 2 3 4 5 →