“A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations”
Authors: David Di Ruscio,Affiliation: Telemark University College
Reference: 2009, Vol 30, No 4, pp. 203-222.
Keywords: Subspace, Identification, Closed loop, Linear Systems, Kalman filter, Modeling
Abstract: A novel promising bootstrap subspace system identification algorithm for both open and closed loop systems is presented. An outline of the SSARX algorithm by Jansson (2003) is given and a modified SSARX algorithm is presented. Some methods which are consistent for closed loop subspace system identification presented in the literature are discussed and compared to a recently published subspace algorithm which works for both open as well as for closed loop data, i.e., the DSR_e algorithm as well as the new bootstrap subspace method presented in this paper. Experimental comparisons are performed by Monte Carlo simulations.
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DOI: 10.4173/mic.2009.4.2DOI forward links to this article:
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BibTeX:
@article{MIC-2009-4-2,
title={{A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations}},
author={Di Ruscio, David},
journal={Modeling, Identification and Control},
volume={30},
number={4},
pages={203--222},
year={2009},
doi={10.4173/mic.2009.4.2},
publisher={Norwegian Society of Automatic Control}
};