In this paper, we present a recursive computation for Subspace-based State Space System IDentification (4SID) methods. We develop another interpretation of the method by using Schur complement, and propose a recursive formula for the error covariance matrix in the 4SID procedure. In the ordinary MIMO Output-Error State space model identification (MOESP) algorithm, we show the estimate of the extended observability matrix is obtained by Schur complement of input-output data matrix. For the noisy case interpretation of the 4SID procedure is also presented. Finally, we illustrate a numerical example for the proposed algorithm.
|Number of pages||6|
|Journal||Research Reports on Information Science and Electrical Engineering of Kyushu University|
|Publication status||Published - Mar 1 2000|
ASJC Scopus subject areas
- Computer Science(all)
- Electrical and Electronic Engineering