Identifying noise model in closed-loop using subspace method

Jingbo Wang, J. Jiya, Xiaoping Liu, Yuan Yao, Guangxiong Wang, Shijie Xu
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Abstract

The paper proposes an algorithm to identify state space noise model from closed-loop system via the numerical algorithm for subspace state space system identification, N4SID. It works well on both stable and unstable systems with serious noises and can derive quite accurate plant and noise models together from closed-loop measurement signals.
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用子空间法识别闭环噪声模型
本文提出了一种基于子空间状态空间系统辨识数值算法N4SID的闭环系统状态空间噪声模型辨识算法。该方法可以很好地应用于具有严重噪声的稳定和不稳定系统,并能从闭环测量信号中获得相当精确的植物和噪声模型。
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