Subspace identification of closed loop systems by stochastic realization

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue 1, 2002, Pages 229-234

  Katayama, Tohru ^a   Kawauchi, Hidetoshi ^a   Picci, Giorgio ^b  

^a KYOTO UNIVERSITY   (Japan)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Closed loop systems; LQ decomposition; Stochastic realization; Subspace methods

Indexed keywords

AUTOMATION; CLOSED LOOP SYSTEMS; IDENTIFICATION (CONTROL SYSTEMS);

CLOSED-LOOP SUBSPACE IDENTIFICATIONS; LQ DECOMPOSITION; ORTHOGONAL DECOMPOSITION; STANDARD SUBSPACE METHOD; STOCHASTIC IDENTIFICATION; STOCHASTIC REALIZATION; SUB-SPACE METHODS; SUBSPACE IDENTIFICATION;

STOCHASTIC SYSTEMS;

EID: 84945587940     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.00449     Document Type: Conference Paper

References (16)

1. Anderson, B. D. O. and M. R. Gevers (1982). Identifiability of linear stochastic systems operating under linear feedback. Automatica 18(2), 195-213.
2. Chiuso, A. and G. Picci (1999). Subspace identification by orthogonal decomposition. In: Proc. 14th IFAC World Congress. Vol. H. Beijing. pp. 241-246.
3. Chiuso, A. and G. Picci (2000). Probing inputs for subspace identification. In: Proc. 39th IEEE Conference on Decision and Control. Sydney. pp. 1544-1549.
4. Codrons, B., B. D. O. Anderson and M. Gevers (2000). Closed-loop identification with an unstable or nonminimum phase controller. In: CD-ROM Proc. IFAC Symp. System Identification. Santa Barbara.
5. Katayama, T. and G. Picci (1999). Realization of stochastic systems with exogenous inputs and subspace identification methods. 35(10), 1635-1652.
6. Katayama, T., H. Kawauchi and G. Picci (2001). A subspace identification of deterministic part of state space model operating in closed loop. In: Proc. 2001 European Control Conference. Porto. pp. 2505-2510.
7. Picci, G. and T. Katayama (1996a). A simple subspace identification method with exogenous inputs. In: Proc. IFAC 13th World Congress. Vol. I. San Francisco. pp. 175-180.
8. Picci, G. and T. Katayama (1996b). Stochastic realization with exogenous inputs and subspace methods identification. Signal Processing 52(2), 145-160.
9. Van den Hof, P. M. J. and R. A. de Callafon (1996). Multivariable closed-loop identification: From indirect identification to dual-youla parametrization. In: Proc. 35th IEEE Conference on Decision and Control. Kobe. pp. 1397-1402.
10. Van der Klauw, A. C., M. Verhaegen and P. P. J. Van den Bosch (1991). State space identification of closed loop systems. In: Proc. 30th IEEE Conference on Decision and Control. Brighton. pp. 1327-1332.
11. Van Overschee, P. and B. De Moor (1994). N4SID - Subspace algorithms for the identification of combined deterministic-stochastic systems. Automatica 30(1), 75-93.
12. Van Overschee, P. and B. De Moor (1997). Closed loop subspace systems identification. In: Proc. 36th IEEE Conference on Decision and Control. San Diego. pp. 1848-1853.
13. Varga, A. (2001). On balancing and order reduction of unstable periodic systems. In: Preprints IFAC Workshop on Periodic Control Systems. Como, Italy. pp. 177-182.
14. Verhaegen, M. (1993). Application of a subspace model identification technique to identify LTI systems operating in closed loop. Automatica 29(4), 1027-1040.
15. Verhaegen, M. (1994). Identification of the deterministic part of MIMO state space models given in innovations form from input-output data. Automatica 30(1), 61-74.
16. Zhou, K., G. Salomon and E. Wu (1999). Balanced realization and model reduction for unstable systems. Int. J. Robust & Nonlinear Control 9(2), 183-198.