A Projection Method for Closed-Loop Identification
1998 (English)Report (Other academic)
A new method for closed-loop identification that allows fitting the model to the data with arbitrary frequency weighting is described and analyzed. Just as the direct method, this new method is applicable to systems with arbitrary feedback mechanisms. This is in contrast to other methods, such as the indirect method and the two-stage method, that assume linear feedback. The finite sample behavior of the proposed method is illustrated in a simulation study.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1998. , 13 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2080
Closed loop systems, Prediction error methods
Cybernetik Informationsteori, Maskinelement Servomekanismer Automation
IdentifiersURN: urn:nbn:se:liu:diva-55660ISRN: LiTH-ISY-R-2080OAI: oai:DiVA.org:liu-55660DiVA: diva2:316414