Consistency analysis of closed-loop subspace identification

Consistency analysis of closed-loop subspace identification
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闭环子空间识别的一致性分析

DOI:
10.1109/cdc.2004.1430373
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发表时间:
2004
期刊:
2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)
影响因子:
--
通讯作者:
G. Picci
G. Picci
中科院分区:
--
文献类型:
--
作者:
A. Chiuso;G. Picci

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本文建立在过去几年我们一直在进行的关于存在反馈的随机状态空间构造的理论工作的基础上。利用随机系统的框架和随机实现理论,分析了两种新的闭环系统的子空间算法,给出了偏差的一致性分析和显式计算。
This paper builds on theoretical work that we have been carrying through in the last years, on stochastic state space construction in the presence of feedback. Two new subspace algorithms for closed loop systems are analyzed and a consistency analysis and explicit computation of the bias are provided, using the framework of stochastic systems and stochastic realization theory.