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论文类型：期刊论文

发表时间：2013-12-01

发表刊物：MATHEMATICAL AND COMPUTER MODELLING OF DYNAMICAL SYSTEMS

收录刊物：SCIE、EI、Scopus

卷号：19

期号：6

页面范围：526-539

ISSN号：1387-3954

关键字：subspace identification method; recursive algorithm; closed-loop system; LQ decomposition

摘要：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.