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Asymptotic Variance Expressions for Closed-Loop Identification
Louvain University, Belgium.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Delft University of Technology, The Netherlands.
2001 (English)In: Automatica, ISSN 0005-1098, Vol. 37, no 5, 781-786 p.Article in journal (Refereed) Published
Abstract [en]

Asymptotic variance expressions are analyzed for models that are identified on the basis of closed-loop data. The considered methods comprise the classical `direct' method, as well as the more recently developed indirect methods, employing coprime factorized models, dual Youla/Kucera parametrizations and the two-stage approach. The variance expressions are compared with the open-loop situation, and evaluated in terms of their relevance for subsequent model-based control design.

Place, publisher, year, edition, pages
2001. Vol. 37, no 5, 781-786 p.
Keyword [en]
Closed loop identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-47401DOI: 10.1016/S0005-1098(01)00015-2OAI: oai:DiVA.org:liu-47401DiVA: diva2:268297
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2013-07-17

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Ljung, Lennart

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