%0 Journal Article
%T Recursive subspace identification algorithm based on objective function<br>基于目标函数的递推子空间辨识算法
%A WANG Ji
%A WANG Hong-wei
%A GU Hong
%A <br>王佳
%A 王宏伟
%A 顾宏
%J 控制理论与应用
%D 2012
%I 
%X We propose a new recursive subspace identification algorithm for online estimating the system parameters in practical engineering. By introducing the instrumental variable, we convert this problem into a recursive minimization problem of an objective function. The recursive least square algorithm is employed to estimate the parameters, then the propagator method is developed to update the extended observability matrix; and the system matrices are finally computed. The proposed method is simple and effective and is improved to be robust to the uncertainty in initial values. The efficiency of this method is illustrated with a simulation example.
%K subspace identification
%K recursive algorithm
%K the objective function
%K recursive least square method(RLS)<br>子空间辨识
%K 递推算法
%K 目标函数
%K 递推最小二乘法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=7E87CD4B03A3D9AFE355C11A5E9D9275&yid=99E9153A83D4CB11&vid=771469D9D58C34FF&iid=E158A972A605785F&sid=9296A146D1D94BC4&eid=60E9AACF61B3107F&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=0