Performance Comparison of Recursive Subspace Identification Algorithms Based on Different Forgetting Factors

HUANG Jinfeng; ZHANG Hexin; HAN Yong; WU Kun

doi:10.3724/SP.J.1219.2013.00416

Volume 42 Issue 4

Aug. 2013

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Abstract

INFORMATION AND CONTROL > 2013 > 42(4): 416-422. > DOI: 10.3724/SP.J.1219.2013.00416 CSTR: 32166.14.xk.2013.00416

HUANG Jinfeng, ZHANG Hexin, HAN Yong, WU Kun. Performance Comparison of Recursive Subspace Identification Algorithms Based on Different Forgetting Factors[J]. INFORMATION AND CONTROL, 2013, 42(4): 416-422. DOI: 10.3724/SP.J.1219.2013.00416

Citation:

Performance Comparison of Recursive Subspace Identification Algorithms Based on Different Forgetting Factors

1.
Department of Automatic Control, The Second Artillery Engineering University, Xi'an 710025, China
2.
The 96115 PLA Troops, Tonghua 134008, China

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Received Date: March 01, 2012
Revised Date: January 13, 2013
Published Date: August 19, 2013

Graphical Abstract

Abstract

Abstract

An unbiased update form of Hankel matrix is designed based on both the data form with forgetting factor and the construction of Hankel matrix. On this basis, a new recursive subspace identification algorithm with variable forgetting factor is proposed. The modified method, the fixed forgetting factor method and the traditional variable forgetting factor method are compared from the aspects of the approach degree to the unbiased update Hankel matrix, the performance in tracking system parameters and the distance sensitivity, etc. Simulation results show that the performance of the modified method is better than the others.
- subspace identification,
- recursive algorithm,
- fixed forgetting factor,
- variable forgetting factor

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