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基于输入扩张的闭环系统子空间辨识及其强一致性分析
引用本文:杨华,李少远.基于输入扩张的闭环系统子空间辨识及其强一致性分析[J].自动化学报,2007,33(7):703-708.
作者姓名:杨华  李少远
作者单位:1.上海交通大学自动化系 上海 200240
基金项目:国家自然科学基金;高等学校博士学科点专项科研项目
摘    要:针对闭环条件下的子空间辨识问题, 结合线性代数和几何学的基本概念, 将输入输出误差序列包含至输入子空间中, 基于输入扩张的状态空间构造方法, 提出一种新的闭环辨识算法;解决开环算法应用于闭环系统辨识时产生有偏估计, 甚至不能正确辨识的问题;实现闭环条件下对系统状态空间矩阵的强一致估计, 并理论证明该辨识算法的强一致性;最后通过仿真实例验证本算法的有效性.

关 键 词:闭环辨识    子空间方法    强一致性
收稿时间:2005-10-28
修稿时间:2005-10-282006-04-21

Closed-loop Subspace Identification Based on Augmented Input with Consistency Analysis
YANG Hua,LI Shao-Yuan.Closed-loop Subspace Identification Based on Augmented Input with Consistency Analysis[J].Acta Automatica Sinica,2007,33(7):703-708.
Authors:YANG Hua  LI Shao-Yuan
Affiliation:1.Department of Automation, Shanghai Jiao Tong University, Shanghai, 200240
Abstract:For the basic problem of closed-loop identification, a new closed-loop identification algorithm is proposed in the framework of subspace method combined with linear algebra and geometry. In order to implement a new reconstruction of the state sequence, the output and input error sequences are included in the input subspace based on the augmented input. The estimation error, which is produced by open-loop algorithm when it is applied in the existence of feedback, is eliminated. The consistency estimate of system state-space matrices is implemented and the consistency property is proven in theory. Finally, the efficiency of this method is illustrated with a simulation example.
Keywords:Closed-loop identification  subspace method  consistency analysis
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