Convergence analysis of instrumental variable recursive subspace identification algorithms

DOI10.1016/j.automatica.2007.01.014zbMath1129.93359MaRDI QIDQ2467495

Lovera, Marco, Guillaume Mercère

Publication date: 21 January 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.01.014

zbMATH Keywords

convergence analysis; instrumental variable; subspace methods; linear systems; recursive algorithms

Mathematics Subject Classification ID

93B30: System identification

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

Related Items

Subspace identification of bilinear and LPV systems for open- and closed-loop data

Cites Work

• On consistency of subspace methods for system identification
• Fast recursive identification of state space models via exploitation of displacement structure
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• Recursive 4SID algorithms using gradient type subspace tracking
• Subspace-based methods for the identification of linear time-invariant systems
• The overdetermined recursive instrumental variable method
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Recursive subspace identification of linear and nonlinear Wiener state-space models
• Unnamed Item
• Unnamed Item
• Unnamed Item