%0 Journal Article
%T Closed and Open Loop Subspace System Identification of the Kalman Filter
%A David Di Ruscio
%J Modeling, Identification and Control
%D 2009
%I Norwegian Society of Automatic Control
%R 10.4173/mic.2009.2.3
%X Some methods for consistent closed loop subspace system identification presented in the literature are analyzed and compared to a recently published subspace algorithm for both open as well as for closed loop data, the DSR_e algorithm. Some new variants of this algorithm are presented and discussed. Simulation experiments are included in order to illustrate if the algorithms are variance efficient or not.
%K Subspace
%K Identification
%K Closed loop
%K Linear Systems
%U http://www.mic-journal.no/PDF/2009/MIC-2009-2-3.pdf