系统辨识论文 SIMPLE REFINED IV METHODS OF CLOSED-LOOP SYSTEM IDENTIFICATION[专业论文].pdfVIP

Author manuscript, published in 15th IFAC Symposium on System Identification, SYSID 2009, Saint-Malo : France (2009) Simple Refined IV Methods of Closed-Loop System Identification Peter C. Young Hugues Garnier and Marion Gilson Systems and Control Group, Centre for Research on Environmental Systems and Statistics, Lancaster University, U.K; School of Electrical Engineering and Telecommunications, University of New South Wales, Sydney Australia and Fenner School of Environment and Society, Australian National University, Canberra. e-mail: p.young@ lancaster.ac.uk). Centre de Recherche en Automatique de Nancy, Nancy-University, CRNS, BP 239, F-54506 Vandœuvre-les-Nancy, France. 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 briefly how a third stage of estimation can be added that induces statistical eciency when the enclosed 9 system is stable. 0 0 2 l Keywords: identification, closed loop, instrumental variable, continuous-time, discrete-time. u J 2 1. INTRODUCTION are sub-optimal. These are in the same spirit as the two- 2 -