On consistency of subspace methods for system identification (Q1294985)

The authors consider consistency of subspace methods for system identification. They give conditions ensuring consistency of the subspace methods used in subspace identification methods. For systems without noise, a persistence of excitation condition on the input signal can ensure the consistency. Moreover, the authors give a system for which subspace methods are not consistent. This failure occurs even if the input is persistently exciting of any order. They prove that the above problem can be eliminated if stronger conditions on the input signal are imposed.