Recursive subspace identification of linear and non-linear Wiener state-space models

Authors:
Marco Lovera;Tony Gustafsson;Michel Verhaegen
Affiliations:
Dipartimento di Elettronica e Informazione, Politecnico di Milano, 32, Piazza Leonardo da Vinci, 20133 Milano, Italy;Department of Signals and Systems, Chalmers University of Technology, S-412 96 Gothenburg, Sweden;Systems and Control Engineering Division, Faculty of Applied Physics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands
Venue:
Automatica (Journal of IFAC)
Year:
2000

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Abstract

The MOESP class of identification algorithms are made recursive on the basis of various updating schemes for subspace tracking