• DocumentCode
    1411563
  • Title

    A projection method for closed-loop identification

  • Author

    Forssell, Urban ; Ljung, Lennart

  • Author_Institution
    NIRA Autom. AB, Linkoping, Sweden
  • Volume
    45
  • Issue
    11
  • fYear
    2000
  • fDate
    11/1/2000 12:00:00 AM
  • Firstpage
    2101
  • Lastpage
    2106
  • Abstract
    A new method for closed-loop identification that allows fitting the model to the data with arbitrary frequency weighting is described and analyzed. Just as the direct method, this new method is applicable to systems with arbitrary feedback mechanisms. This is in contrast to other methods, such as the indirect method and the two-stage method, that assume linear feedback. The finite sample behavior of the proposed method is illustrated in a simulation study.
  • Keywords
    closed loop systems; feedback; identification; arbitrary feedback mechanisms; arbitrary frequency weighting; closed-loop identification; finite sample behavior; indirect method; linear feedback; projection method; two-stage method; Automatic control; Communication system control; Gold; Lakes; Linear matrix inequalities; Notice of Violation; Optimal control; Polynomials; Riccati equations; Robustness;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.887634
  • Filename
    887634