An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems<sup>*</sup>

刘涛; 邵诚

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An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems^*

Updated：2026-01-06

- An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems^*
- An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems^*
- 中国化学工程学报（英文版） 2012年20卷第6期页码：1136-1141
- Affiliations：
  
  Institute of Advanced Control Technology, Dalian University of Technology,Dalian,China,116024
- Author bio：
- Funds：
  
  Supported in part by Chinese Recruitment Program of Global Young Expert;Alexander von Humboldt Research Fellowship of Germany;the Foundamental Research Funds for the Central Universities;the National Natural Science Foundation of China (61074020)
- DOI：
  中图分类号：
- 纸质出版：2012
- Accepted：
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刘涛, 邵诚. An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems^*[J]. 中国化学工程学报（英文版）, 2012,20(6):1136-1141.

[J]. Chinese Journal of Chemical Engineering, 2012, 20(6): 1136-1141.
刘涛, 邵诚. An Extended Closed-loop Subspace Identification Method for Error-in-variables Systems^*[J]. 中国化学工程学报（英文版）, 2012,20(6):1136-1141. DOI：

[J]. Chinese Journal of Chemical Engineering, 2012, 20(6): 1136-1141. DOI：

摘要

Abstract

A closed-loop subspace identification method is proposed for industrial systems subject to noisy input-output observations

known as the error-in-variables (EIV) problem.Using the orthogonal projection approach to eliminate the noise influence

consistent estimation is guaranteed for the deterministic part of such a system.A strict proof is given for analyzing the rank condition for such orthogonal projection

in order to use the principal component analysis (PCA) based singular value decomposition (SVD) to derive the extended observability matrix and lower triangular Toeliptz matrix of the plant state-space model.In the result

the plant state matrices can be retrieved in a transparent manner from the above matrices.An illustrative example is shown to demonstrate the effectiveness and merits of the proposed subspace identification method.

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