An Introduction of a CCA Weighting Matrix to a Closed-Loop Subspace Identification Method

被引：0
|
作者：
Ikeda, Kenji [1 ]
Tanaka, Hideyuki [2 ]
机构：
[1] Tokushima Univ, Tokushima 7708506, Japan
[2] Hiroshima Univ, Higashihiroshima 7398524, Japan
来源：
IFAC PAPERSONLINE | 2021年 / 54卷 / 07期
关键词：
System identification; Subspace methods; Kalman filters; Semi-definite programming; CONSISTENCY ANALYSIS;
D O I：
10.1016/j.ifacol.2021.08.453
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 introduces a CCA (canonical correlation analysis) weighting matrix to an estimation method of the innovations model previously proposed by the authors. A numerical simulation illustrates that the CCA weighting reduces the covariance of the estimate and that the proposed method gives similar or better performance compared to Closed-Loop MOESP and PBSID. Especially, the design parameter called "past horizon" in the proposed method can be set small compared to Closed-Loop MOESP and PBSID. It is also analyzed how the bias of the estimate is reduced. Copyright (C) 2021 The Authors.
引用
收藏
页码：761 / 766
页数：6
相关论文
共 50 条
  • [1] On error analysis of a closed-loop subspace model identification method
    Oku, Hiroshi
    Ikeda, Kenji
    IFAC PAPERSONLINE, 2021, 54 (09): : 701 - 706
  • [2] 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
  • [3] Closed-Loop Subspace Identification with Prior Information
    Zhao, Yali
    Cheng, Jinxu
    Wang, Youqing
    PROCEEDINGS OF THE 28TH CHINESE CONTROL AND DECISION CONFERENCE (2016 CCDC), 2016, : 5015 - 5020
  • [4] Closed-loop subspace identification using the parity space
    Wang, J
    Qin, SJ
    AUTOMATICA, 2006, 42 (02) : 315 - 320
  • [5] Closed-loop subspace identification of Hammerstein-Wiener models
    van Wingerden, Jan-Willem
    Verhaegen, Michel
    PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009), 2009, : 3637 - 3642
  • [6] Closed-loop MOESP subspace model identification with parametrisable disturbances
    van der Veen, Gijs
    van Wingerden, Jan-Willem
    Verhaegen, Michel
    49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 2813 - 2818
  • [7] Closed-loop subspace identification taking initial state into account
    Tanaka, Hideyuki
    Ikeda, Kenji
    IFAC PAPERSONLINE, 2018, 51 (15): : 604 - 609
  • [8] Subspace identification of Bilinear and LPV systems for open- and closed-loop data
    van Wingerden, Jan-Willem
    Verhaegen, Michel
    AUTOMATICA, 2009, 45 (02) : 372 - 381
  • [9] Some insights on the choice of the future horizon in closed-loop CCA-type subspace algorithms
    Chiuso, Alessandro
    2007 AMERICAN CONTROL CONFERENCE, VOLS 1-13, 2007, : 4812 - 4817
  • [10] Closed-loop system identification using subspace-based methods
    Zhao, Y
    Westwick, D
    CCECE 2003: CANADIAN CONFERENCE ON ELECTRICAL AND COMPUTER ENGINEERING, VOLS 1-3, PROCEEDINGS: TOWARD A CARING AND HUMANE TECHNOLOGY, 2003, : 1727 - 1730
12345