Research Article
Recursive Delta-Operator-Based Subspace Identification with Fixed Data Size
Table 1
Summary of the RSI-DOSM method.
| 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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