Simple refined IV methods of closed-loop system identification

Peter C. Young*, Hugues Garnier, Marion Gilson

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    21 Citations (Scopus)

    Abstract

    The paper describes a simple, two-stage instrumental variable method of closed loop identification and estimation. This can be used with both continuous and discrete-time transfer function models and the enclosed system can be unstable. The paper also shows briey how a third stage of estimation can be added that induces statistical eficiency when the enclosed system is stable.

    Original languageEnglish
    Title of host publication15th Symposium on System Identification, SYSID 2009 - Preprints
    Pages1151-1156
    Number of pages6
    EditionPART 1
    DOIs
    Publication statusPublished - 2009
    Event15th IFAC Symposium on System Identification, SYSID 2009 - Saint-Malo, France
    Duration: 6 Jul 20098 Jul 2009

    Publication series

    NameIFAC Proceedings Volumes (IFAC-PapersOnline)
    NumberPART 1
    Volume15
    ISSN (Print)1474-6670

    Conference

    Conference15th IFAC Symposium on System Identification, SYSID 2009
    Country/TerritoryFrance
    CitySaint-Malo
    Period6/07/098/07/09

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