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Topics in open and closed loop subspace system identification : finite data-based methods

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Doctoral thesis

for the degree of doktor ingeniør Trondheim, May 2006

Norwegian University of Science and Technology

Department of Electrical Engineering, Information Technology, and Cybernetics

Geir Werner Nilsen

TOPICS IN OPEN AND CLOSED LOOP SUBSPACE SYSTEM

IDENTIFICATION: FINITE DATA-

BASED METHODS.

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N4SID

1.5 2 2.5 3 3.5

−1 0 1

H d (1)

1.5 2 2.5 3 3.5

−1 0 1

1.5 2 2.5 3 3.5

−1 0 1

0 0.5 1

−0.5 0 0.5

λ (A−KD)

0 0.5 1

−0.5 0 0.5

0 0.5 1

−0.5 0 0.5

0.5 1 1.5 2

−1 0 1

H s (1)

0.5 1 1.5 2

−1 0 1

0.5 1 1.5 2

−1 0 1

<+I . / -#>""

55

* .' +" 5+ -.

$%" ! ( E + !"#

- E4 .E% / E

0.6 0.8 1 1.2

−0.5 0 0.5

PEM

λ (A)

0.6 0.8 1 1.2

−0.5 0 0.5

DSR

0.6 0.8 1 1.2

−0.5 0 0.5

N4SID

1.5 2 2.5 3 3.5

−1 0 1

H d (1)

1.5 2 2.5 3 3.5

−1 0 1

1.5 2 2.5 3 3.5

−1 0 1

0 0.5 1

−0.5 0 0.5

λ (A−KD)

0 0.5 1

−0.5 0 0.5

0 0.5 1

−0.5 0 0.5

0.5 1 1.5 2

−1 0 1

H s (1)

0.5 1 1.5 2

−1 0 1

0.5 1 1.5 2

−1 0 1

<3I . / -#>""

55

* .' +" 5+

4 -. $%" !

(E+ !"# - E4 .E+5 / E+%

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