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“A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations”

Authors: David Di Ruscio,
Affiliation: Telemark University College
Reference: 2009, Vol 30, No 4, pp. 203-222.

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Keywords: Subspace, Identification, Closed loop, Linear Systems, Kalman filter, Modeling

Abstract: A novel promising bootstrap subspace system identification algorithm for both open and closed loop systems is presented. An outline of the SSARX algorithm by Jansson (2003) is given and a modified SSARX algorithm is presented. Some methods which are consistent for closed loop subspace system identification presented in the literature are discussed and compared to a recently published subspace algorithm which works for both open as well as for closed loop data, i.e., the DSR_e algorithm as well as the new bootstrap subspace method presented in this paper. Experimental comparisons are performed by Monte Carlo simulations.

PDF PDF (477 Kb)        DOI: 10.4173/mic.2009.4.2

DOI forward links to this article:
  [1] Jan-Willem van Wingerden, Marco Lovera, Marco Bergamasco, Michel Verhaegen and Gijs van der Veen (2013), doi:10.1049/iet-cta.2012.0653

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  title={{A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations}},
  author={Di Ruscio, David},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}


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