基于广义泊松矩泛函的闭环子空间辨识

doi:10.12305/j.issn.1001-506X.2024.06.27

Abstract

Abstract:

To solve the problem of biased estimation due to the correlation between future input and noise in the identification process of continuous system, a closed-loop subspace identification algorithm utilizing generalized Possion moment functionals is presented. Firstly, the filter model of the input-output signals is obtained by generalized Possion moment functionals transformation, and then the input-output matrix equation of the continuous systems is obtained. Secondly, instead of using the observable subspaces in the process of subspace identification, this paper focus on the parity space which is commonly employed in fault detection. Finally, the system is estimated consistently by the principal component analysis and instrumental variable method, which solves the identification problems of biased results for the system operates in closed-loop identification due to the feedback controller. The effectivity and accuracy of the proposed method are verified by the simulation results.

Key words: subspace identification, closed-loop identification, generalized Possion moment functionals (GPMF), parity space

CLC Number:

N945.14

Miao YU, Youyi WANG, Yongtao WEI. Closed-loop subspace identification via generalized Possion moment functionals[J]. Systems Engineering and Electronics, 2024, 46(6): 2092-2098.

Figures/Tables 4

References 31

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CSID-GPMF		PBSIDw
极点偏差	极点方差	极点偏差	极点方差
0.002 4	1.014 5×10^-5	0.003 7	1.252 9×10^-5
0.003 2	1.102 9×10^-5	0.005 2	1.761 7×10^-5
0.002 6	1.035 8×10^-5	0.012 4	2.014 1×10^-5

[1]	DOU Li-qian, ZONG Qun, LIU Wen-jing. Progress of the research on identification for control-oriented [J]. Journal of Systems Engineering and Electronics, 2009, 31(01): 158-164.
[2]	DOU Li-qian, ZONG Qun, LIU Wen-jing. Progress of the research on identification for control-oriented [J]. Journal of Systems Engineering and Electronics, 2009, 31(1): 158-164.

Closed-loop subspace identification via generalized Possion moment functionals

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