Closed and Open Loop Subspace System Identification of the Kalman Filter

Some methods for consistent closed loop subspace system identification presented in the literature are analyzed and compared to a recently published subspace algorithm for both open as well as for closed loop data, the DSR_e algorithm. Some new variants of this algorithm are presented and discussed....

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Bibliographic Details
Main Author: David Di Ruscio
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 2009-04-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/2009/MIC-2009-2-3.pdf