Optimal instrumental variable method for closed-loop identification

M. Gilson*, H. Garnier, P. C. Young, P. M.J. Van Den Hof

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    62 Citations (Scopus)


    This study presents in a new unified way, optimal instrumental variable methods for identifying discrete-time transfer function models when the system operates in a closed loop. The conditions for the optimal design of prefilters and instruments depending on common model structures are analysed and different approaches are developed according to whether the controller is known or not. The performance of the proposed approaches is evaluated by Monte-Carlo analysis in comparison with other alternative closed-loop estimation methods.

    Original languageEnglish
    Pages (from-to)1147-1154
    Number of pages8
    JournalIET Control Theory and Applications
    Issue number10
    Publication statusPublished - 7 Jul 2011


    Dive into the research topics of 'Optimal instrumental variable method for closed-loop identification'. Together they form a unique fingerprint.

    Cite this