Title :
A projection method for closed-loop identification
Author :
Forssell, Urban ; Ljung, Lennart
Author_Institution :
NIRA Autom. AB, Linkoping, Sweden
fDate :
11/1/2000 12:00:00 AM
Abstract :
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.
Keywords :
closed loop systems; feedback; identification; arbitrary feedback mechanisms; arbitrary frequency weighting; closed-loop identification; finite sample behavior; indirect method; linear feedback; projection method; two-stage method; Automatic control; Communication system control; Gold; Lakes; Linear matrix inequalities; Notice of Violation; Optimal control; Polynomials; Riccati equations; Robustness;
Journal_Title :
Automatic Control, IEEE Transactions on