We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms may be seen as implementations of an abstract state-space construction procedure described by the authors in previous work on stochastic realization of closed-loop systems.A detailed error analysis is undertaken which shows that both algorithms are biased due to an unavoidable mishandling of initial conditions which occurs in closed-loop identification. Instability of the open loop system may also be a cause of trouble.

Consistency Analysis of some Closed-Loop Subspace Identification Methods

CHIUSO, ALESSANDRO;PICCI, GIORGIO
2005

Abstract

We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms may be seen as implementations of an abstract state-space construction procedure described by the authors in previous work on stochastic realization of closed-loop systems.A detailed error analysis is undertaken which shows that both algorithms are biased due to an unavoidable mishandling of initial conditions which occurs in closed-loop identification. Instability of the open loop system may also be a cause of trouble.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2472304
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 166
  • ???jsp.display-item.citation.isi??? ND
social impact