On indirect identification of feedback control systems via the instrumental variables methods

Indirect closed-loop identification assumes the knowledge of the controller. In this brief, the constrained version of the instrumental variable (IV) methods is developed. It is based on using the known controller parameters to impose linear constraints upon the closed-loop system parameters and then solving the constrained estimation problem by the Lagrange method. The developed constrained IV methods outperform the unconstrained counterparts in such aspects as insensitivity to common factors, estimation accuracy and robustness against noise. Computer simulations are presented which not only support the theoretical analysis, but also give good insight into the properties of the developed constrained IV methods.