Optimal instrumental variable method for closed-loop identification

Date

2011

Authors

Gilson, M.
Garnier , H.
Young, Peter C
Van den Hof, P.M.J.

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Engineering and Technology

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.

Description

Keywords

Keywords: Closed loop identification; Closed loops; Closed-loop; Discrete-time; Estimation methods; Instrumental variable methods; Monte carlo analysis; Optimal design; Prefilters; Transfer function model; Model structures; Optimization

Citation

Source

IET Control Theory and Applications

Type

Journal article

Book Title

Entity type

Access Statement

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Restricted until

2037-12-31