On subspace system identification methods

On subspace system identification methods

An open and closed loop subspace system identification algorithm DSRe is compared to competitive open loop algorithms, DSR, and N4SID. Additionally, DSRe is compared vs the optimal Prediction Error Method (PEM). Monte Carlo simulations with discrete random state space models are used for testing the...

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Bibliographic Details
Main Authors: Christer Dalen, David Di Ruscio
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 2022-10-01
Series:Modeling, Identification and Control
Subjects:
system identification
subspace methods
stochastic systems
monte carlo
Online Access:http://www.mic-journal.no/PDF/2022/MIC-2022-4-1.pdf
Description
Summary:An open and closed loop subspace system identification algorithm DSRe is compared to competitive open loop algorithms, DSR, and N4SID. Additionally, DSRe is compared vs the optimal Prediction Error Method (PEM). Monte Carlo simulations with discrete random state space models are used for testing the subspace identification algorithms in the numerical simulation section.
ISSN:0332-7353
1890-1328

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