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AUTOMATICA
2005

Consistency analysis of some closed-loop subspace identification methods

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Consistency analysis of some closed-loop subspace identification methods
We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms een 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. 2004 Elsevier Ltd. All rights reserved.
Alessandro Chiuso, Giorgio Picci
Added 15 Dec 2010
Updated 15 Dec 2010
Type Journal
Year 2005
Where AUTOMATICA
Authors Alessandro Chiuso, Giorgio Picci
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