Change detection in the dynamics with recursive subspace indentification

H. Oku, G. Nijsse, M.H.G. Verhaegen, V. Verdult

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    40 Downloads (Pure)

    Abstract

    We propose a tracking mechanism to follow time-variations in the dynamics of a linear system with a recursive identification of the PI-MOESP scheme. The proposed mechanism consists of change detection scheme followed by a re-initialization of the recursive calculations. The change detection is based on the least-squares interpretation of the calculation in the subspace scheme and detects whether the estimates of the recursive solution without exponential forgetting lies in the confidence interval of the estimates obtained with a second finite-window length solution to the least-squares problem. When a change has been detected, the estimate by the recursive implementation is re-initialized via the solution of a constrained least-squares problem. One numerical example is presented to illustrate that our change detection and reinitialization scheme can detect incipient changes in the system dynamics without detecting changes in input dynamics
    Original languageUndefined
    Title of host publicationProceedings of the 40th IEEE Conference on Decision and Control
    Place of PublicationOrlando, Forida, USA
    PublisherIEEE CONTROL SYSTEMS SOCIETY
    Pages-
    Number of pages6
    ISBN (Print)0-7803-7063-5
    DOIs
    Publication statusPublished - 4 Dec 2001
    Event40th IEEE Conference on Decision and Control, CDC 2001 - Hyatt Regency Grand Cypress, Orlando, United States
    Duration: 4 Dec 20017 Dec 2001

    Publication series

    Name
    PublisherIEEE Control Systems Society
    Volume3

    Conference

    Conference40th IEEE Conference on Decision and Control, CDC 2001
    Abbreviated titleCDC
    CountryUnited States
    CityOrlando
    Period4/12/017/12/01

    Keywords

    • METIS-205353
    • IR-37643

    Cite this

    Oku, H., Nijsse, G., Verhaegen, M. H. G., & Verdult, V. (2001). Change detection in the dynamics with recursive subspace indentification. In Proceedings of the 40th IEEE Conference on Decision and Control (pp. -). Orlando, Forida, USA: IEEE CONTROL SYSTEMS SOCIETY. https://doi.org/10.1109/.2001.980602