A Bootstrap Subspace Identification Method: Comparing Methods for Closed Loop Subspace Identification by Monte Carlo Simulations
A novel promising bootstrap subspace system identification algorithm for both open and closed loop systems is presented. An outline of the SSARX algorithm by Jansson (2003) is given and a modified SSARX algorithm is presented. Some methods which are consistent for closed loop subspace system identification presented in the literature are discussed and compared to a recently published subspace algorithm which works for both open as well as for closed loop data, i.e., the DSR_e algorithm as well as the new bootstrap subspace method presented in this paper. Experimental comparisons are performed by Monte Carlo simulations.
subspace identification closed loop linear systems kalman filter modeling