Title :
Closed-loop system identification via a tailor-made IV method
Author :
Den Hof, Paul ; Gilson, Marion
Author_Institution :
Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands
Abstract :
A bias-correction method for closed-loop identification, the bias-eliminated least squares (BELS) method, is shown to be equivalent to a basic instrumental variable (IV) estimator applied to a predictor for the closed-loop system. This predictor is a function of the plant parameters and the known controller. Corresponding to the related method using a least squares criterion, the method is referred to is the tailor-made IV method for closed-loop identification. The indicated equivalence greatly facilitates the understanding and the analysis of the BELS method
Keywords :
closed loop systems; least squares approximations; parameter estimation; prediction theory; BELS method; bias-correction method; bias-eliminated least squares method; closed-loop system identification; instrumental variable estimator; plant parameters; tailor-made IV method; Automatic control; Control systems; Instruments; Least squares methods; Open loop systems; Physics; Polynomials; Signal processing; System identification; Transfer functions;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980878
