Optimal instrumental variable method for closed-loop identification

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

doi:10.1049/iet-cta.2009.0476

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 journal › Article › peer-review

63 Citations (Scopus)

Abstract

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 language	English
Pages (from-to)	1147-1154
Number of pages	8
Journal	IET Control Theory and Applications
Volume	5
Issue number	10
DOIs	https://doi.org/10.1049/iet-cta.2009.0476
Publication status	Published - 7 Jul 2011

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10.1049/iet-cta.2009.0476

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AB - 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.

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JO - IET Control Theory and Applications

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Optimal instrumental variable method for closed-loop identification

Abstract

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