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Closed-loop system identification via a tailor-made IV method

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2 Author(s)
Van den Hof, P. ; Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands ; Gilson, M.

A bias-correction method for closed-loop identification, the bias-eliminated least squares (BELS) method, is shown to be equivalent to a basic instrumental variable (IV) estimator applied to a predictor for the closed-loop system. This predictor is a function of the plant parameters and the known controller. Corresponding to the related method using a least squares criterion, the method is referred to is the tailor-made IV method for closed-loop identification. The indicated equivalence greatly facilitates the understanding and the analysis of the BELS method

Published in:

Decision and Control, 2001. Proceedings of the 40th IEEE Conference on  (Volume:5 )

Date of Conference:

2001