Efficiency of Prediction Error and Instrumental Variable Methods for Closed-Loop Identification
1998 (English)In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998, 1287-1288 vol.2 p.Conference paper (Refereed)
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
1998. 1287-1288 vol.2 p.
Closed loop systems, Covariance matrices, Feedback, Linear systems, Parameter estimation
IdentifiersURN: urn:nbn:se:liu:diva-91591DOI: 10.1109/CDC.1998.758456ISBN: 0-7803-4394-8OAI: oai:DiVA.org:liu-91591DiVA: diva2:624997
37th IEEE Conference on Decision and Control, Tampa, FL, USA, December, 1998