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Closed and Open Loop Subspace System Identification of the Kalman FilterDOI: 10.4173/mic.2009.2.3 Keywords: Subspace , Identification , Closed loop , Linear Systems Abstract: 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.
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