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Asymptotic Variance Expressions for Closed-Loop Identification and their Relevance in Identification for Control
CESAME, Batiment Euler, Louvain University, Belgium.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Mechanical Engineering Systems and Control Group, Delft University of Technology, The Netherlands.
1999 (English)Report (Other academic)
Abstract [en]

Asymptotic variance expressions are analysed for models that are identified on the basis of closed-loop data. The considered methods comprise the classical "direct" and "indirect" method, as well as the more recently developed indirect methods, employing coprime factorized models and model parametrizations based on the dual Youla/Kucera parametrization. The variance expressions are compared with the open-loop situation, and evaluated in terms of their relevance for subsequent model-based control design. Additionally it is specified what is the optimal experimental situation in identification (open-loop or closed-loop), in view of the variance of the resulting model-based controller.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1999. , 6 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2128
Keyword [en]
System identification, Closed-loop identification, Asymptotic variance expressions, Prediction error methods, Model-based control design
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55697ISRN: LiTH-ISY-R-2128OAI: diva2:316452
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-08

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