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基于目标函数的递推子空间辨识算法

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Indexed by:期刊论文

Date of Publication:2022-06-29

Journal:控制理论与应用

Volume:29

Issue:4

Page Number:503-506

ISSN No.:1000-8152

Abstract:We propose a new recursive subspace identification algorithm for online
   estimating the system parameters in practical engineering.By introducing
   the instrumental variable,we convert this problem into a recursive
   minimization problem of an objective function.The recursive least square
   algorithm is employed to estimate the parameters,then the propagator
   method is developed to update the extended observability matrix;and the
   system matrices are finally computed.The proposed method is simple and
   effective and is improved to be robust to the uncertainty in initial
   values.The efficiency of this method is illustrated with a simulation
   example.

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