Brief Subspace identification using instrumental variable techniques

Authors:
Tony Gustafsson
Affiliations:
Chalmers University of Technology, Department of Signals and Systems, 412 96 Göteborg, Sweden
Venue:
Automatica (Journal of IFAC)
Year:
2001

Citing 5
Cited 0

Identification of the deterministic part of MIMO state space models given in innovations form from input-output data

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Subspace-based methods for the identification of linear time-invariant systems

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A linear regression approach to state-space subspace system identification

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On Consistency of Subspace Methods for System Identification

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Abstract

Subspace-based algorithms for system identification have lately been suggested as alternatives to more traditional techniques. Variants of the MOESP type of subspace algorithms are in addition to open-loop identification applicable to closed-loop and errors-in-variables identification. In this paper, a new instrumental variable approach to subspace identification is presented. It is shown how existing MOESP-algorithms can be derived within the proposed framework, simply by changing instruments and weighting matrices. A noteworthy outcome of the analysis is that an improvement of an existing MOESP method for errors-in-variables identification can be proposed.