A Simple Subspace Identification Method of Closed-Loop Systems Using Orthogonal Decomposition

A simple method of identifying plant and controller operating in closed-loop is developed by using the orthogonal decomposition technique. Under the assumption that the system is open-loop as well as closed-loop stable, a subspace identification algorithm is derived based on two successive LQ ecompositions. The idea is somewhat related to the two-stage method and the projection method; but the present subspace based method can easily be applied to multivariable systems. Also, though limited to open-loop stable closed-loop systems, the algorithm is quite simple and has high accuracy. Some simulation results show that the present method yields better numerical results compared with a method based on joint input-output approach, especially if the disturbance is a colored noise.