Recursive Subspace Identification Algorithm Using The...

Recursive Subspace Identification Algorithm using the Propagator Based Method Irma Wani Jamaludin1 and Norhaliza Abdul Wahab2 1Department of Mechatronics, Universiti Teknikal Malaysia Melaka, Hang Tuah Jaya, 76100 Durian Tunggal, Melaka, Malaysia 2Control Mechatronics Engineering, Faculty of Electrical Engineering, Universiti Teknologi Malaysia, 81310 Skudai Johor Bahru, Malaysia Article Info ABSTRACT Subspace model identification (SMI) method is the effective method in identifying dynamic state space linear multivariable systems. Subspace identification, a sequence of state vectors can be obtained directly from the input and output data. From a numerical point of view, the SMI algorithms are not appropriate for online implementation because of the SVD computational complexity. For industrial applications, it is essential to have online recursive algorithms for model identification, where parameters can vary in time. Indeed, in many online identification scenarios, it is important to update the model as time goes on with a reduced computational cost. The main problem with recursive subspace identification is the SVD computation that is burdensome to update. Thus, it is necessary to find the alternative algorithms in order to apply the subspace concept in a recursive framework. In this paper, recursive subspace identification algorithm based on the propagator method which avo id the SVD computation is proposed. Keyword: Subspace identification Observability