On Estimation of (<i>B</i>, <i>D</i>)-matrices of a Closed-loop Subspace Model Identification Method

This paper concerns the realization step of a closed-loop subspace model identification method. Especially, a computation algorithm of estimates of the coefficients (B, D) is discussed. The contribution of the paper is twofold. Inspired by Ikeda's computation algorithm for open-loop PO-MOESP using the oblique projection technique, our proposed algorithm gives smaller estimation error than the conventional one does when the coefficients (B, D) are estimated. Estimation error analysis of the extended observability matrix on our closed-loop identification method is performed. Numerical simulations demonstrate the superiority of the proposed algorithm.