A modified method for closed-loop identification of transfer function models

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    Abstract

    Substantial revisions on the newly proposed bias correction based method are made in the framework of indirect identification of a linear (possibly unstable) plant operating in closed loop with a low-order stabilizing controller. By making a new formulation of a least-squares estimate of an intermediate parameter vector purposely introduced, the modified algorithm is able to achieve a direct yet unbiased closed-loop system estimate in the presence of misspecified noise model. With no identification of a high-order augmented closed-loop system, the computational complexity of the algorithm is significantly reduced. Simulations of identifying an open-loop unstable plant illustrate the promising performance of the modified algorithm in low signal-to-noise ratio environments.
    Original languageEnglish
    Pages (from-to)556-562
    Number of pages7
    JournalIEEE Transactions on Circuits and Systems I: Regular Papers
    Volume49
    Issue number4
    DOIs
    Publication statusPublished - 2002

    Keywords

    • algorithm implementation
    • closed-loop systems
    • least squares
    • parameter estimation
    • Closed-loop systems
    • Algorithm implementation
    • Parameter estimation
    • Least-squares method
    • Identification

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