A Numerically Efficient Augmented Subspace Identification Algorithm for Instrumental Variable Approaches
Dapeng Luo, Alexander Leonessa · 2005
In this paper, a rank decreasing problem inherent to the application of a classical instrumental variable subspace identification (SIVID) approach will be discussed and an augmented identification approach will be proposed to address it. Simulations will demonstrate the validity of the proposed algorithm and its improved computational efficiency.