Closed-Loop Continuous-Time Subspace Identification with Prior Information

Closed-Loop Continuous-Time Subspace Identification with Prior Information

This paper presents a closed-loop continuous-time subspace identification method using prior information. Based on a rational inner function, a generalized orthonormal basis can be constructed, and the transformed noises have ergodicity features. The continuous-time stochastic system is converted in...

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Bibliographic Details
Main Authors: Miao Yu, Wanli Wang, Youyi Wang
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Mathematics
Subjects:
subspace identification
closed-loop identification
generalized orthonormal basis functions
principal component analysis
prior information
constrained least squares
Online Access:https://www.mdpi.com/2227-7390/11/24/4924

Internet

https://www.mdpi.com/2227-7390/11/24/4924

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