Recursive Subspace Identification Algorithm using the Propagator Based Method

Abstract

Subspace model identification (SMI) method is the effective method in identifying dynamic state space linear multivariable systems and it can be obtained directly from the input and output data. Basically, subspace identifications are based on algorithms from numerical algebras which are the QR decomposition and Singular Value Decomposition (SVD). In industrial applications, it is essential to have online recursive subspace algorithms for model identification where the parameters can vary in time. However, because of the SVD computational complexity that involved in the algorithm, the classical SMI algorithms are not suitable for online application. Hence, it is essential to discover the alternative algorithms in order to apply the concept of subspace identification recursively. In this paper, the recursive subspace identification algorithm based on the propagator method which avoids the SVD computation is proposed. The output from Numerical Subspace State Space System Identification (N4SID) and Multivariable Output Error State Space (MOESP) methods are also included in this paper.