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 language | English |
|---|---|
| Pages (from-to) | 1019-1024 |
| Number of pages | 6 |
| Journal | Automatica |
| Volume | 31 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - Jul 1995 |
Keywords
- Closed-loop systems
- consistent estimators
- identification
- least-squares method
- parameter estimation
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