|An Improved Consistent Subspace Identification Method Using Parity Space for State-space Models
Jie Hou*, Fengwei Chen, Penghua Li, Zhiqin Zhu, and Fei Liu
International Journal of Control, Automation, and Systems, vol. 17, no. 5, pp.1167-1176, 2019
Abstract : "In this paper, an alternative consistent subspace identification method using parity space is proposed.
The future/past input data and the past output data are used to construct the instrument variable to eliminate the
noise effect on consistent estimation. The extended observability matrix and the triangular block-Toeplitz matrix
are then retrieved from a parity space of the noise-free matrix using a singular value decomposition based method.
The system matrices are finally estimated from the above estimated matrices. The consistency of the proposed
method for estimation of the extended observability matrix and the triangular block-Toeplitz matrix is established.
Compared with the classical SIMs using parity space like SIMPCA and SIMPCA-Wc, the proposed method generally
enhances the estimated model efficiency/accuracy thanks to the use of future input data. Two examples are
presented to illustrate the effectiveness and merit of the proposed method."
Consistency, instrumental variables, parity space, rank condition, subspace identification
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