Subspace closed loop identification using the integration of MOESP and N4SID methods

Abstract

Linear identification of time invariant systems operating in closed loop is of special interest for a large number of engineering applications. There are different techniques and methods to carry out this type of identification. For example, modifying the N4SID method, one can derive a closed loop subspace identification method. The same can be done using the MOESP method. Based on them, the MON4SID method is introduced, which estimates the extended observability matrix and the state sequence directly from a LQ decomposition, using a combination of the techniques contained in both, MOESP and N4SID. This new method uses an algorithm to identify state space model of a plant in a closed loop system, in the same way as in MOESP method. The advantage of the proposed algorithm is that it does not require any knowledge about the controller, whereas such information is essential for other methods (e.g. N4SID). The disadvantage of this algorithm is that it needs a great amount of data to obtain better estimates. A simulated process to show the performance of this algorithm is presented.