Order estimation for subspace system identification methods

Four different estimation criterions, namely, the gap of singular value sequences, the gradient gap of singular value sequences, NIC and singular value criterion (SVC), were reviewed and an improved criterion MSVC was proposed based on SVC. The performances of these five criterions were compared through Monte Carlo test. The results indicate that the effect of MSVC is superior to that of others. Some suggestions were presented for the choice of the numbers of block rows and block columns of the data block Hankel matrix based on the test results.