Optimal instrumental variable method for closed-loop identification

被引：57

作者：

Gilson, M. ^{[1
]}

Garnier, H. ^{[1
]}

Young, P. C. ^{[2
]}

Van den Hof, P. M. J. ^{[3
]}

机构：

[1] Nancy Univ, Ctr Rech Automat Nancy, CNRS, F-54506 Vandoeuvre Les Nancy, France

[2] Lancaster Environm Ctr, Ctr Res Environm Syst & Stat, Syst & Control Grp, Lancaster LA1 4YQ, England

[3] Delft Univ Technol, Delft Ctr Syst & Control, NL-2628 CD Delft, Netherlands

来源：

IET CONTROL THEORY AND APPLICATIONS | 2011年 / 5卷 / 10期

基金：

英国自然环境研究理事会;

关键词：

TIME-SERIES ANALYSIS; SYSTEMS;

D O I：

10.1049/iet-cta.2009.0476

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1147 / 1154

页数：8

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