Optimal instrumental variable method for closed-loop identification
Optimal instrumental variable method for closed-loop identification
- Author(s): M. Gilson ; H. Garnier ; P.C. Young ; P.M.J. Van den Hof
- DOI: 10.1049/iet-cta.2009.0476
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- Author(s): M. Gilson 1 ; H. Garnier 1 ; P.C. Young 2 ; P.M.J. Van den Hof 3
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View affiliations
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Affiliations:
1: Centre de Recherche en Automatique de Nancy, Nancy-Université, CNRS, Vandœuvre-les-Nancy, France
2: Centre for Research on Environmental Systems and Statistics, Systems and Control Group, Lancaster Environment Centre, Lancaster, UK
3: Delft Center for Systems and Control, Delft University of Technology, Delft, The Netherlands
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Affiliations:
1: Centre de Recherche en Automatique de Nancy, Nancy-Université, CNRS, Vandœuvre-les-Nancy, France
- Source:
Volume 5, Issue 10,
7 July 2011,
p.
1147 – 1154
DOI: 10.1049/iet-cta.2009.0476 , Print ISSN 1751-8644, Online ISSN 1751-8652
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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.
Inspec keywords: optimal control; parameter estimation; control system synthesis; transfer functions; discrete time systems; Monte Carlo methods; closed loop systems
Other keywords:
Subjects: Simulation, modelling and identification; Discrete control systems; Optimal control; Monte Carlo methods; Control system analysis and synthesis methods
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