Consistency analysis of some closed-loop subspace identification methods
The authors discuss some theoretical issues related to subspace identification in the presence of feedback. They show that neglecting the effect of initial conditions results in sometimes significant bias in the estimates. The authors analyze two recent subspace algorithms. They end with the following sentence: ``Although we have not been able to suggest procedures leading to unbiased algorithms, we hope nevertheless that the ideas and the system-theoretic background of this paper will be of some help to gain more understanding and to foster progress in this area.'' This paper is well written, contains an excellent introduction and raises some very interesting research problems that are worth studying.
scientific article; zbMATH DE number 2167420