A bias-correction method for indirect identification of closed-loop systems

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Abstract

A novel least-squares-like method is developed to deal with the bias problem in indirect identification of closed-loop systems with coloured disturbances. It is shown that, combined with a bias-correction procedure, this method can give rise to consistent parameter estimates by fully and efficiently using the given information about the regulator. Simulation results are also included for illustration.

Original languageEnglish
Pages (from-to)1019-1024
Number of pages6
JournalAutomatica
Volume31
Issue number7
DOIs
Publication statusPublished - Jul 1995

Keywords

  • Closed-loop systems
  • consistent estimators
  • identification
  • least-squares method
  • parameter estimation

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