Simple refined IV methods of closed-loop system identification

Young, Peter C; Garnier , H.; Gilson, M.

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Simple refined IV methods of closed-loop system identification

Date

2009

Authors

Young, Peter C

Garnier , H.

Gilson, M.

Publisher

IFAC Secretariat

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.

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http://hdl.handle.net/1885/84273

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Open Access Research

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IFAC Proceedings Volumes (IFAC-PapersOnline)

Type

Conference paper

DOI

10.3182/20090706-3-FR-2004.0225

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2037-12-31

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01_Young_Simple_refined_IV_methods_of_2009.pdf (178.79 KB)

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Simple refined IV methods of closed-loop system identification

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