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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