Orthogonal projection based subspace identification against colored noise

作     者：Jie HOU Tao LIU Fengwei CHEN 

作者机构：School of Control Science and Engineering Dalian University of Technology Dalian Liaoning 116024 China 

基　　金：This work was supported by the National Thousand Talents Program of China  the National Natural Science Foundation of China (Nos. 61473054  61633006)  and the Fundamental Research Funds for the Central Universities of China (No. DUT15ZD108) 

出 版 物：《Control Theory and Technology》 (控制理论与技术（英文版）)

年 卷 期：2017年第15卷第1期

页      码：69-77页

摘      要：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.

主 题 词：Subspace identification colored noise orthogonal projection extended observability matrix consistent estimation 

学科分类：11[军事学] 0810[工学-土木类] 1105[1105] 08[工学] 0835[0835] 0802[工学-机械学] 081002[081002] 110503[110503] 080201[080201] 

核心收录：

D　O　I：10.1007/s11768-017-6003-7

馆 藏 号：203223920...