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

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1 Author(s)
Wei Xing Zheng ; Sch. of Quantitative Methods & Math. Sci., Univ. of Western Sydney, Penrith South DC, NSW, Australia

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

Published in:

Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on  (Volume:49 ,  Issue: 4 )

Date of Publication:

Apr 2002

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