Consistency analysis of some closed-loop subspace identification methods

被引：122

作者：

Chiuso, A ^{[1
]}

Picci, G ^{[1
]}

机构：

[1] Univ Padua, Dept Informat Engn, I-35131 Padua, Italy

来源：

AUTOMATICA | 2005年 / 41卷 / 03期

关键词：

subspace identification; exogenous inputs; stochastic realization; statistical analysis; stochastic state-space identification;

D O I：

10.1016/j.automatica.2004.10.015

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms may be seen as implementations of an abstract state-space construction procedure described by the authors in previous work on stochastic realization of closed-loop systems. A detailed error analysis is undertaken which shows that both algorithms are biased due to an unavoidable mishandling of initial conditions which occurs in closed-loop identification. Instability of the open loop system may also be a cause of trouble. (C) 2004 Elsevier Ltd. All rights reserved.

引用

页码：377 / 391

页数：15

共 50 条

[1] Consistency analysis of closed-loop subspace identification
Chiuso, A
Picci, G
[J]. 2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 2188 - 2194
[2] Consistency Analysis of Orthogonal Projection Based Closed-Loop Subspace Identification Methods
Liu, Tao
Shao, Cheng
Wang, Xue Z.
[J]. 2013 EUROPEAN CONTROL CONFERENCE (ECC), 2013, : 1428 - 1432
[3] On consistency of closed-loop subspace identification with innovation estimation
Lin, WL
Qin, SJ
Ljung, L
[J]. 2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 2195 - 2200
[4] Closed-loop subspace identification methods: an overview
van der Veen, Gijs
van Wingerden, Jan-Willem
Bergamasco, Marco
Lovera, Marco
Verhaegen, Michel
[J]. IET CONTROL THEORY AND APPLICATIONS, 2013, 7 (10): : 1339 - 1358
[5] Asymptotic variance of closed-loop subspace identification methods
Chiuso, Alessandro
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (08) : 1299 - 1314
[6] Subspace identification of closed-loop systems
Katayama, T
[J]. SICE 2002: PROCEEDINGS OF THE 41ST SICE ANNUAL CONFERENCE, VOLS 1-5, 2002, : 1517 - 1520
[7] Closed-loop system identification using subspace-based methods
Zhao, Y
Westwick, D
[J]. CCECE 2003: CANADIAN CONFERENCE ON ELECTRICAL AND COMPUTER ENGINEERING, VOLS 1-3, PROCEEDINGS: TOWARD A CARING AND HUMANE TECHNOLOGY, 2003, : 1727 - 1730
[8] On error analysis of a closed-loop subspace model identification method
Oku, Hiroshi
Ikeda, Kenji
[J]. IFAC PAPERSONLINE, 2021, 54 (09): : 701 - 706
[9] Closed-Loop Subspace Identification with Prior Information
Zhao, Yali
Cheng, Jinxu
Wang, Youqing
[J]. PROCEEDINGS OF THE 28TH CHINESE CONTROL AND DECISION CONFERENCE (2016 CCDC), 2016, : 5015 - 5020
[10] Closed-loop Subspace Identification Based on KPLS
Lin Wen-yi
Gu Yong
Xie Lei
[J]. 2013 32ND CHINESE CONTROL CONFERENCE (CCC), 2013, : 1843 - 1848

← 1 2 3 4 5 →