부분공간법에 의한 페루프 시스템의 동정

Identification of Closed Loop System by Subspace Method

In the linear system identification using the discrete time constant coefficients, there is a subspace method based on 4SID recently much suggested instead of the parametric method like as the maximum likelihood method. The subspace method is not related with the impulse response and difference equation in its input-output equation, but with the system matrix of the direct state space model from the input-output data. The subspace method is a very useful tool to adopt in the multivariable system identification, but it has a shortage unable to adopt in the closed-loop system identification. In this paper, we are suggested the methods to get rid of the shortage of the subspace method in the closed-loop system identification. The subspace method is used in the estimate of the output prediction values from the estimating of the state space vector. And we have compared the results with the outputs of the recursive least square method in the numerical simulation.