Identifiability of MIMO linear dynamic systems operating in closed loop

Abstract

Identification of multi-input multi-output (MIMO) linear dynamic systems is considered for the case when the measurements are obtained during closed loop operation. Both noise free and noisy feedback situations are analysed. For the case where the disturbances in the feedback path are a full rank stochastic process it is shown that, under certain mild conditions, physically meaningful models for the forward and reverse paths can be uniquely determined. For the case where the feedback path is noise free it is shown that the forward path model can be uniquely determined provided the regulator satisfies certain minimal complexity requirements.