%0 Journal Article
%T Comparing Subspace Methods for Closed Loop Subspace System Identification by Monte Carlo Simulations
%A David Di Ruscio
%J Modeling, Identification and Control
%D 2009
%I Norwegian Society of Automatic Control
%R 10.4173/mic.2009.4.2
%X A novel promising bootstrap subspace system identification algorithm for both open and closed loop systems is presented. An outline of the SSARX algorithm by Jansson (2003) is given and a modified SSARX algorithm is presented. Some methods which are consistent for closed loop subspace system identification presented in the literature are discussed and compared to a recently published subspace algorithm which works for both open as well as for closed loop data, i.e., the DSR_e algorithm as well as the bootstrap method. Experimental comparisons are performed by Monte Carlo simulations.
%K Subspace
%K Identification
%K Closed loop
%K Linear Systems
%K Kalman filter
%U http://www.mic-journal.no/PDF/2009/MIC-2009-4-2.pdf