A recursive algorithm for ARMAX model identification in closed loop

被引：13
|
作者：
Landau, ID [1 ]
Karimi, A
机构：
[1] Univ Grenoble 1, ENSIEG, Lab Automat Grenoble, CNRS,INPG, F-38402 St Martin Dheres, France
[2] Sharif Univ Technol, Dept Elect Engn, Tehran, Iran
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1999年 / 44卷 / 04期
关键词：
ARMAX model; closed-loop identification; output error; recursive algorithm;
D O I：
10.1109/9.754830
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered, A special reparameterized optimal predictor for the closed-loop is: introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable in a deterministic environment and gives asymptotically unbiased parameters estimates under richness conditions.
引用
收藏
页码：840 / 843
页数：4
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