{"title":"应用典型相关分析进行闭环辨识","authors":"C. T. Chou, M. Verhaegen","doi":"10.23919/ECC.1999.7099320","DOIUrl":null,"url":null,"abstract":"We consider the identification of linear state space innovations model from closed-loop data. We suggest to use the subspace closed-loop identification algorithm of [3] to obtain an initial estimate of the deterministic part of the system and then plug this estimate into the second stage of the 2CCA algorithm of Peternell et. al. [9]. The main result of this paper is to show that given closed-loop data and consistent estimates of a number of Markov parameters of the deterministic part of the system, the second stage of the 2CCA algorithm delivers consistent estimates of the system matrices of the innovations model.","PeriodicalId":117668,"journal":{"name":"1999 European Control Conference (ECC)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1999-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"20","resultStr":"{\"title\":\"Closed-loop identification using canonical correlation analysis\",\"authors\":\"C. T. Chou, M. Verhaegen\",\"doi\":\"10.23919/ECC.1999.7099320\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider the identification of linear state space innovations model from closed-loop data. We suggest to use the subspace closed-loop identification algorithm of [3] to obtain an initial estimate of the deterministic part of the system and then plug this estimate into the second stage of the 2CCA algorithm of Peternell et. al. [9]. The main result of this paper is to show that given closed-loop data and consistent estimates of a number of Markov parameters of the deterministic part of the system, the second stage of the 2CCA algorithm delivers consistent estimates of the system matrices of the innovations model.\",\"PeriodicalId\":117668,\"journal\":{\"name\":\"1999 European Control Conference (ECC)\",\"volume\":\"26 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1999-09-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"20\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1999 European Control Conference (ECC)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.23919/ECC.1999.7099320\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1999 European Control Conference (ECC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23919/ECC.1999.7099320","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Closed-loop identification using canonical correlation analysis
We consider the identification of linear state space innovations model from closed-loop data. We suggest to use the subspace closed-loop identification algorithm of [3] to obtain an initial estimate of the deterministic part of the system and then plug this estimate into the second stage of the 2CCA algorithm of Peternell et. al. [9]. The main result of this paper is to show that given closed-loop data and consistent estimates of a number of Markov parameters of the deterministic part of the system, the second stage of the 2CCA algorithm delivers consistent estimates of the system matrices of the innovations model.