Minimal realization of an unstable plant under feedback ?

摘要

This paper formulates a problem of finding a minimal realization of an unstable plant under feedback, given an infinite string of input-output data of the plant. It is assumed that the plant and noise models have non-common state matrices and that the plant is stabilized by a strictly proper linear-time-invariant controller of the finite order. A minimal realization of the innovation form has been estimated using closed-loop subspace identification algorithms, whereas that of the plant is determined in this paper. A matrix is proposed to avoid a numerical problem of a traditional algorithm applied to an unstable plant.