Recursive Delta-Operator-Based Subspace Identification with Fixed Data Size

Abstract

This paper proposes a recursive delta-operator-based subspace identification method with fixed data size. The majority of existing subspace identification methods are constrained to discrete-time systems because of the disparity in Hankel matrices. Additionally, due to the storage cost, LQ-factorization and singular value decomposition in identification methods are best suited for batch processing rather than online identification. The continuous-time systems are transformed into state space models based on the delta-operator to address these issues. These models approach the original systems when the sampling interval approaches zero. The size of the data matrices is fixed to reduce the computing load. By fading the impact of past data on future data, the amount of data storage can be decreased. The effectiveness of the proposed method is illustrated by the continuous stirred tank reactor system.