location: Current position: Prof. Tao Liu >> Scientific Research >> Paper Publications

Orthogonal projection based subspace identification against colored noise

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Indexed by:Journal Papers

Date of Publication:2017-02-01

Journal:Control Theory and Technology

Included Journals:Scopus、EI

Volume:15

Issue:1

Page Number:69-77

ISSN No.:20956983

Abstract:In this paper, a bias-eliminated subspace identification method is proposed for industrial applications subject to colored noise. Based on double orthogonal projections, an identification algorithm is developed to eliminate the influence of colored noise for consistent estimation of the extended observability matrix of the plant state-space model. A shift-invariant approach is then given to retrieve the system matrices from the estimated extended observability matrix. The persistent excitation condition for consistent estimation of the extended observability matrix is analyzed. Moreover, a numerical algorithm is given to compute the estimation error of the estimated extended observability matrix. Two illustrative examples are given to demonstrate the effectiveness and merit of the proposed method. ? 2017, South China University of Technology, Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.

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