A New Subspace Identification Method for Closed-Loop Systems Using Measurable Disturbance
نویسندگان
چکیده
In this paper, we consider a closed-loop subspace identification problem without using probing inputs; but we assume that there is a measurable disturbance which can be used as a test input for identification. Deterministic and stochastic subsystems are derived by applying the orthogonal decomposition (ORT) of the joint input-output process and realization methods. We develop a new ORTbased closed-loop subspace identification method, consisting of identification of the two subsystems. Some numerical results are included to show the applicability of the present method.
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