ASYMPTOTIC EQUIVALENCE OF CERTAIN CLOSED LOOP SUBSPACE IDENTIFICATION METHODS
ASYMPTOTIC EQUIVALENCE OF CERTAIN CLOSED LOOP SUBSPACE IDENTIFICATION METHODS
复制标题
某些闭环子空间识别方法的渐近等价
DOI：
10.3182/20060329-3-au-2901.00042
复制
发表时间：
2006
期刊：
影响因子：
--
通讯作者：
A. Chiuso
中科院分区：
文献类型：
--
作者：
A. Chiuso
封闭循环系统的抽象识别已被几个作者研究我们部分回答了最后一个问题，表明Jansson引入的SSARX算法，该算法需要初步的ARX建模及其“文献中称为PBSID的几何版本，不需要任何初步估计步骤，在使用有限数据大小的情况下，在实践中优先考虑的问题是不对称的。
Abstract Subspace identification for closed loop systems has been recently studied by several authors. Even though results are available which allows to compute the asymptotic variance of the estimated parameters for several algorithms, less clear is the situation as to relative performance is concerned. In this paper we partly answer this last question showing that the SSARX algorithm introduced by Jansson, which requires preliminary ARX modeling, and its “geometric version„ called PBSID in the literature, which does not require any preliminary estimation step, are asymptotically equivalent. The question as to which is to be preferred in practice when working with finite data size remains open.
DOI：
--
发表时间：
2007
期刊：
Automatica 43
影响因子：
--
作者：
Yu;Takigawa;Seiji;Hotta;Senya;Kiyasu;Sueharu;Miyahara;H.Tanaka;T.Katayama
通讯作者：
T.Katayama