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 |
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Topic: | 1.1 Modelling, Identification & Signal Processing |
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Session: | Subspace Methods |
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Keywords: | Identification algorithm, subspace methods, identification criterion, prediction error methods, output error methods, iterative algorithm |
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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.