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An Alternative Motivation for the Indirect Approach to Closed-Loop Identification
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.
1999 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 44, no 11, 2206-2209 p.Article in journal (Refereed) Published
Abstract [en]

Direct prediction error identification of systems operating in closed loop may lead to biased results due to the correlation between the input and the output noise. The authors study this error, what factors affect it, and how it may be avoided. In particular, the role of the noise model is discussed and the authors show how the noise model should be parameterized to avoid the bias. Apart from giving important insights into the properties of the direct method, this provides a nonstandard motivation for the indirect method.

Place, publisher, year, edition, pages
1999. Vol. 44, no 11, 2206-2209 p.
Keyword [en]
Closed loop systems, Identification, Noise
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56371DOI: 10.1109/9.802946OAI: oai:DiVA.org:liu-56371DiVA: diva2:318576
Available from: 2010-05-08 Created: 2010-05-07 Last updated: 2013-07-14

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Ljung, Lennart

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