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Open-loop vs. closed-loop identification of Box-Jenkins systems in a least costly identification context

Anderson, Brian


In this paper, we compare open-loop and closed-loop prediction error identification. In particular, we determine whether open-loop or closed-loop identification is optimal in the least costly identification experiment design framework. The least costly experiment design framework is a new framework for optimal experiment design where the objective is to determine the cheapest identification while ensuring that the accuracy of the identified model is above some nominated threshold. A second...[Show more]

CollectionsANU Research Publications
Date published: 2007
Type: Conference paper
Source: 2007 European Control Conference, ECC 2007


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