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Choosing Between Open- and Closed-Loop Experiments in Linear System Identification

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2 Author(s)
Aguero, J.C. ; Newcastle Univ., Newcastle ; Goodwin, G.C.

This correspondence shows that open-loop experiments are optimal for a broad class of systems when the system input is constrained. In addition, we show that, for a general class of systems, when the output power is constrained, closed-loop experiments are optimal. Both results use a strong notion of optimality and use expressions for estimation accuracy which are nonasymptotic in model order but asymptotic in data length.

Published in:

Automatic Control, IEEE Transactions on  (Volume:52 ,  Issue: 8 )

Date of Publication:

Aug. 2007

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