Release Time:2019-03-11  Hits:

Indexed by: Journal Article

Date of Publication: 2015-01-01

Journal: IFAC-PapersOnLine

Included Journals: EI

Volume: 48

Issue: 28

Page Number: 880-885

Abstract: In this paper a recursive closed-loop PARSIMonious subspace identification method using modified innovation Estimation (PARSIM-E) is proposed, which can significantly improve computational efficiency for practical application. By recursively updating the product of the extended observability and controllability matrices, the non-causal parameters included in the triangular Toeplitz matrices are left out to avoid redundant estimation. A propagator is used to extract the system state in order to estimate the system matrices. The convergence of the proposed method is analyzed with a strict proof. Two illustrative examples are given to demonstrate the effectiveness of proposed algorithm. © 2015