Online subspace identification methods for MIMO model

Abstract

Subspace model identification (SMI) has been a highly interest of research topic in recent years. Subspace methods such as Multivariable Output Error State Space (MOESP) and Numerical algorithms for Subspace State Space System Identification (N4SID) algorithms are well known and often implemented especially for multivariable identification due to the use of robust numerical tools such as the QR decomposition and singular value decomposition (SVD). SMI algorithms are attractive not only because of their numerical stability and simplicity, but also for the state space form that is very suitable in estimating, predicting, filtering and control design. Several simulation studies for MOESP and N4SID algorithms performed in online version are presented. This paper focuses on computation time, order selection and the stability from both methods when performed online.