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13

AUTOMATICA
2005

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Consistency analysis of some closed-loop subspace identification methods

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Consistency analysis of some closed-loop subspace identification methods

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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

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Algorithms | AUTOMATICA 2005 | Closed-loop Systems | State-space Construction Procedure |

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Added	15 Dec 2010
Updated	15 Dec 2010
Type	Journal
Year	2005
Where	AUTOMATICA
Authors	Alessandro Chiuso, Giorgio Picci

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