Recursive Delta-Operator-Based Subspace Identification with Fixed Data Size

Table 1

Summary of the RSI-DOSM method.

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Step 1: Construct the delta-operator-based state space model

 (1) Obtain the delta-operator-based model by using equation (8)

 (2) Construct the optimal filter for the model (8) via equation (12)

Step 2: Derivation of the input-output matrix equation

 (3) Build the extended model of the innovation system by using equation (18)

 (4) Compute the input-output matrix equation by using equation (22)

Step 3: Obtain the continuous-time system

 (5) Compute by using equation (44)

 (6) Perform the eigenvalue decomposition on by using equation (46)

 (7) Solve the matrices , , , and via equation (48)

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