Prediction Error Vs Subspace methods in closed loop identification

Authors:	Chiuso Alessandro, Univ. of Padova, Italy Picci Giorgio, Univ. of Padova, Italy
Topic:	1.1 Modelling, Identification & Signal Processing
Session:	New Results in Closed-loop Identification
Keywords:	Subspace identification, closed loop identification, predictionerror methods.

Abstract

In this paper we investigate the role of the output predictor in subspaceidentification. We shall see that subspace identification of the predictor modelcan ideally yield consistent estimates regardless of the presence of feedback. This solves a longstanding open question in system identification.