Article ID Journal Published Year Pages File Type
10403622 IFAC Proceedings Volumes 2005 6 Pages PDF
Abstract
In this paper, we analyze two recently proposed closed-loop subspace identification methods, referred to as innovation estimation method and whitening filter approach respectively. The similarity and difference between them are investigated in detail. It turns out that all closed-loop subspace identification methods can be classified as one-step, two-step, or multi-stage projection methods. A SISO closed-loop simulation shows that to identify a consistent model the whitening filter approach might require longer future and past horizons than the innovation estimation method.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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