A Simple Subspace Identification Method of Closed-loop Systems Using Orthogonal Decomposition

A simple method of identifying plant and controller operating in closed-loop is developed by the orthogonal decomposition technique. Under the assumption that the system is open-loop as well as closed-loop stable, a subspace identification algorithm of identifying the deterministic part is derived based on two successive LQ decompositions. The idea is somewhat related to the two-stage method (Van den Hof and Schrama, 1993) and to the projection method (Forssell and Ljung, 2000); but the present subspace based method can easily be applied to multivariable systems. Also, the algorithm is quite simple and has high accuracy. Some simulation results show that the present method yields better numerical results compared with a method based on joint input-output approach, especially if the disturbance is a colored noise. Copyright c 2005 IFAC