A subspace-based on-line identification algorithm based on one specific technique, based on Van Overschee and De Moor's results, but can be adapted to other similar methods since they all recover from the state sequence and the observability matrix is presented. These results relate an estimated Kalman filter sequence with an oblique projection. With further improvements, the algorithm can adapt to the identification of time-variant systems.
CITATION STYLE
Delgado, C. J. M., Lopes dos Santos, P., & Martins de Carvalho, J. L. (1998). Numerical algorithm for recursive subspace identification. Proceedings of the IEEE Conference on Decision and Control, 2, 1848–1849. https://doi.org/10.1109/cdc.1998.758573
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