论文信息 - A novel algorithm for recursive instrumental variable based subspace identification

A novel algorithm for recursive instrumental variable based subspace identification

The problem of MIMO recursive identification is considered within the framework of subspace model identification (SMI). In this paper the use of recent signal processing algorithms for the recursive update of the SVD is proposed, and an instrumental variable (IV) approach is followed to accommodate for arbitrary correlation of the disturbances.

Michel Verhaegen | Marco Lovera | Tony Gustafsson

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