Journal of process control vol:10 issue:2-3 pages:149-155
We give a general overview of the state-of-the-art in subspace system identification methods. We have restricted ourselves to the most important ideas and developments since the methods appeared in the late eighties. First, the basics of linear subspace identification are summarized. Different algorithms one finds in literature (such as N4SID, IV-4SID, MOESP, CVA) are discussed and put into a unifying framework. Further, a comparison between subspace identification and prediction error methods is made on the basis of computational complexity and precision of the methods by applying them on 10 industrial data sets. (C) 2000 IFAC. published by Elsevier Science Ltd. All rights reserved.