Convergence analysis of instrumental variable recursive subspace identification algorithms

DOI10.1016/J.AUTOMATICA.2007.01.014MaRDI QIDQ2467495zbMATH OpenOpenAlexFDO

Authors Guillaume Mercère, Marco Lovera

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

instrumental variableconvergence analysislinear systemssubspace methodsrecursive algorithms

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 125149 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• 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
• On consistency of subspace methods for system identification
• Recursive 4SID algorithms using gradient type subspace tracking
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Recursive subspace identification of linear and nonlinear Wiener state-space models
• Subspace-based methods for the identification of linear time-invariant systems
• The overdetermined recursive instrumental variable method

Cited in

(8)

• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Subspace identification using instrumental variable techniques
• Necessary and sufficient convergence conditions of the instrumental variable method for identification
• Predictor-Based Tensor Regression (PBTR) for LPV subspace identification
• Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models
• Parameterization and identification of multivariable state-space systems: a canonical approach
• Subspace identification of bilinear and LPV systems for open- and closed-loop data
• From structurally independent local LTI models to LPV model

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