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An Interpretation of Subspace Identification Methods

Authors:Mathieu Pouliquen, Control Group, GREYC CNRS UMR 6072, France, Metropolitan
M'Saad Mohammed, Control Group, GREYC CNRS UMR 6072, France, Metropolitan
Topic:1.1 Modelling, Identification & Signal Processing
Session:Subspace Methods
Keywords: Identification algorithm, subspace methods, identification criterion, prediction error methods, output error methods, iterative algorithm

Abstract

Subspace-based system identification methods have been developedover the last two decades. The available methods are algebraic innature as they are not based on a suitable identificationcriterion minimization. The aim of this paper is to investigatethe subspace identification methods in the spirit of the wellknown prediction error methods and output error methods.