A novel recursive subspace identification approach of closed-loop systems

Jia Wang, Hong-Wei Wang and Hong Gu

Mathematical and Computer Modelling of Dynamical Systems, 2013, vol. 19, issue 6, 526-539

Abstract: In this paper, a subspace model identification method under closed-loop experimental condition is presented which can be implemented to recursively identify and update the system model. The projected matrices play an important role in this identification scheme which can be obtained by the projection of the input and output data onto the space of exogenous inputs and recursively updated through sliding window technique. The propagator type method in array signal processing is then applied to calculate the subspace spanned by the column vectors of the extended observability matrix without singular value decomposition. The speed of convergence of the proposed method is mainly dependent on the number of block Hankel matrix rows and the initialization accuracy of the projected data matrices. The proposed method is feasible for the closed-loop system contaminated with coloured noises. Two numerical examples show the effectiveness of the proposed algorithm.

Date: 2013
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DOI: 10.1080/13873954.2013.801355

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