On Consistency of Closed-loop Subspace Identifictaion with Innovation Estimation, Report no. LiTH-ISY-R-2807
نویسندگان
چکیده
In this paper, we show that the consistency of closed-loop subspace identi cation methods (SIMs) can be achieved through innovation estimation. Based on this analysis, a su cient condition for the consistency of a new proposed closed-loop SIM is given, A consistent estimate of th Kalman gain under closed-loop conditions is also provided based on the algorithm. A multi-input-multi-output simulation shows that it is consistent under closedloop conditions, when traditional SIMs fail to provide consistent estimates.g
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