自动化学报2016，Vol.42Issue(11)：1657-1663,7.DOI:10.16383/j.aas.2016.c160050
基于新息估计和正交投影的闭环子空间模型辨识
Closed-loop Subspace Model Identification Using Innovation Estimation and Orthogonal Pro jection
摘要
Abstract
In this paper, a closed-loop subspace model identification method using innovation estimation and orthogonal projection is proposed for closed-loop control systems. Firstly, a least-squares algorithm is adopted to estimate the innovation matrix via the vector autoregressive with exogenous inputs (VARX) model. Then, by performing an orthogonal pro jection of the observed input-output Hankel matrix onto the orthogonal complement space of innovation Hankel matrix to eliminate the influence from noise, the extended observability matrix and lower triangular block Toeplitz matrix are derived from the parity space of noise-free input-output data. Finally, the system matrices are retrieved by using a shift-invariant approach. The consistent estimation conditions are analyzed with a strict proof. A simulation example is shown to demonstrate the effectiveness and merit of the proposed method.关键词
子空间辨识/闭环辨识/奇偶空间/新息估计/正交投影/一致估计Key words
Subspace identification/closed-loop identification/parity space/innovation estimation/orthogonal projec-tion/consistent estimation引用本文复制引用
侯杰,刘涛..基于新息估计和正交投影的闭环子空间模型辨识[J].自动化学报,2016,42(11):1657-1663,7.基金项目
国家自然科学基金(61473054),第三批国家青年千人计划,中央高校基本科研业务费重点培育基金(DUT15ZD108)资助Supported by National Natural Science Foundation of China (61473054), National Thousand Talents Program of China, and Fundamental Research Funds for the Central Universities of China (DUT15ZD108) （61473054）
