Convergence analysis of instrumental variable recursive subspace identification algorithms

DOI10.1016/J.AUTOMATICA.2007.01.014zbMATH Open1129.93359OpenAlexW2149128077MaRDI QIDQ2467495FDOQ2467495

Marco Lovera, 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

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)

Cites Work

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• Recursive 4SID algorithms using gradient type subspace tracking
• On consistency of subspace methods for system identification
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• 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
• Fast recursive identification of state space models via exploitation of displacement structure
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization

Cited In (6)

• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Subspace identification using instrumental variable techniques
• Predictor-Based Tensor Regression (PBTR) for LPV subspace identification
• 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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