Automatica (Journal of IFAC) - Special section on fault detection, supervision and safety for technical processes
A unifying theorem for three subspace system identification algorithms
Automatica (Journal of IFAC) - Special issue on trends in system identification
A linear regression approach to state-space subspace system identification
Signal Processing - Special issue: subspace methods, part II: system identification
Identification of multichannel MA parameters using higher-order statistics
Signal Processing - Special issue on higher order statistics
Subspace algorithms for the identification of multivarible dynamic errors-in-variables models
Automatica (Journal of IFAC)
System identification (2nd ed.): theory for the user
System identification (2nd ed.): theory for the user
Time series: data analysis and theory
Time series: data analysis and theory
A higher-order statistics-based adaptive algorithm for lineenhancement
IEEE Transactions on Signal Processing
A cumulant matrix subspace algorithm for blind single FIR channelidentification
IEEE Transactions on Signal Processing
Blind MIMO system identification based on cumulant subspace decomposition
IEEE Transactions on Signal Processing
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
Automatica (Journal of IFAC)
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The problem of closed-loop system identification for coloured noise system without any knowledge of feedback controller is considered. We develop a solution to this problem in the framework of subspace identification based on high-order cumulants. The key of the developed algorithm is using the properties that the third-order cumulants are insensitive to any coloured Gaussian noises. By post-multiplying a suitable instrumental variable to the noise terms, the cross third-order cumulants are constructed that become zero when the noises are Gaussian distributed, and meanwhile the column rank of extended observability matrix is maintained. Thus, the standard subspace identification algorithms can be extended to closed-loop system corrupted by arbitrary coloured noises. A numerical simulation is presented to demonstrate the proposed algorithm.