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Indexed by:期刊论文

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