Efficiency of Prediction Error and Instrumental Variable Methods for Closed-loop Identification
1998 (English)Report (Other academic)
We study the efficiency of a number of closed-loop identification methods. Results will be given for methods based on the prediction error approach as well as those based on the instrumental variable approach. Moreover, interesting insights in the properties of a recently suggested subspace method for closed-loop identification are obtained by exploring the links between this method and the instrumental variable method.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 12 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2015
Identification methods, PE methods, IV methods
Maskinelement: servomekanismer (automation), Cybernetik och informationsteori
IdentifiersURN: urn:nbn:se:liu:diva-55632ISRN: LiTH-ISY-R-2015OAI: oai:DiVA.org:liu-55632DiVA: diva2:316282