Recursive Algorithms of the State-Space Subspace System Identification

• OKU Hiroshi

  Department of Mathematical Engineering and Information Physics, The University of Tokyo

• KIMURA Hidenori

  Department of Mathematical Engineering and Information Physics, The University of Tokyo

Bibliographic Information

Other Title

• 部分空間同定法の逐次化について
• ブブン クウカン ドウテイホウ ノ チクジカ ニ ツイテ

Abstract

This paper proposes recursive algorithms of state-space subspace system identification for multiple-input, multiple-output (MIMO), finite dimensional, linear time-invariant (LTI) plants. First, a recusive algorithm is derived for noise-free cases. Then, the algorithm is extended to the case with process and measurement noise, which is equivalent to the recursive version of the so-called PO-MOESP method.

Journal

• Transactions of the Society of Instrument and Control Engineers

  Transactions of the Society of Instrument and Control Engineers 35 (6), 800-805, 1999

  The Society of Instrument and Control Engineers

Keywords

• state-space subspace system identification
• recursive algorithm
• LTI system

Details

• CRID: 1390001204501024128
• NII Article ID: 130003791532
• NII Article ID: 10004576223
• NII Book ID: AN00072392
• DOI: 10.9746/sicetr1965.35.800
• ISSN: 18838189
• ISSN: 04534654
• NDL BIB ID: 4771268
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I4771268
• Web Site: https://www.jstage.jst.go.jp/article/sicetr1965/35/6/35_6_800/_pdf
• Data Source:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• Abstract License Flag: Disallowed