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Recursive Parameter Estimation Using Closed-Loop Observations
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

The aim of the given paper is development of a joint input-output approach in the case of an additive correlated noise acting on the output of the open-loop system. Here the ordinary prediction error method is applied to solve the closed-loop identification problem by processing observations. In the case of the known regulator, the two-stage method, which belongs to the ordinary joint input-output approach, reduces to the one-stage method. In such a case, the open-loop system could be easily determined after some extended rational transfer function has been identified. In the case of the unknown regulator, the estimate of the extended transfer function is used to generate an auxiliary input. The form of an additive noise filter, that ensures the minimal value of the mean square criterion, is determined. The results of numerical simulation and identification of the open-loop system by computer, using the two-stage method and closed-loop observations are given.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 8 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2509
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55929ISRN: LiTH-ISY-R-2509OAI: oai:DiVA.org:liu-55929DiVA: diva2:316805
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-22Bibliographically approved

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Automatic ControlThe Institute of Technology
Control Engineering

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf