Title :
Efficiency of prediction error and instrumental variable methods for closed-loop identification
Author :
Forssell, Urban ; Chou, C.T.
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
Abstract :
We study the efficiency of a number of closed-loop identification methods. Results are given for methods based on the prediction error approach as well as those based on the instrumental variable approach. Moreover, interesting insights in the properties of a recently suggested subspace method for closed-loop identification are obtained by exploring the links between this method and the instrumental variable method
Keywords :
autoregressive moving average processes; closed loop systems; covariance matrices; feedback; linear systems; parameter estimation; ARMAX model; closed-loop systems; covariance matrix; feedback; identification; instrumental variable methods; linear time invariant systems; parameter estimation; prediction error; Accuracy; Automatic control; Councils; Covariance matrix; Feedback; Filters; Frequency; Instruments; Inverse problems; Parameter estimation;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758456
