Title :
Optimal instrumental variable method for closed-loop identification
Author :
Gilson, M. ; Garnier, H. ; Young, P.C. ; Van den Hof, Paul M. J.
Author_Institution :
Centre de Rech. en Autom. de Nancy, Nancy-Univ., Vandœuvre-les-Nancy, France
fDate :
12/30/1899 12:00:00 AM
Abstract :
This study presents in a new unified way, optimal instrumental variable methods for identifying discrete-time transfer function models when the system operates in a closed loop. The conditions for the optimal design of prefilters and instruments depending on common model structures are analysed and different approaches are developed according to whether the controller is known or not. The performance of the proposed approaches is evaluated by Monte-Carlo analysis in comparison with other alternative closed-loop estimation methods.
Keywords :
Monte Carlo methods; closed loop systems; control system synthesis; discrete time systems; optimal control; parameter estimation; transfer functions; Monte Carlo analysis; closed loop identification; discrete time transfer function model; optimal design; optimal instrumental variable method; prefilters;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2009.0476