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algorithm and verify code for Discrete Combined Invariant Subspace & Subspace Identification Method

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published in Systems & Control Letters, DOI

a novel LTI system identification method

REQUIREMENTS:

  • the excitation (input) signal should be periodical

HIGHLIGHTS:

  1. estimate the system parameter and covariance matrices of noise altogether;
  2. use time-domain data, but as fast as frequency-domain method;
  3. only matrix operation used, easy to port into embedded environment.

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algorithm and verify code for Discrete Combined Invariant Subspace & Subspace Identification Method

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