Identification of linear systems captured in a feedback loop

Author

Pintelon, R. ; Guillaume, P. ; Rolain, Y. ; Verbeyst, F.

fYear

1992

fDate

12-14 May 1992

Firstpage

14

Lastpage

20

Abstract

The identification of model parameters using measured input-output data from linear systems operating in closed loop is discussed. A frequency domain maximum likelihood estimator (MLE) which takes into account the correlation between the input and output disturbances is presented. It is shown that the Gaussian MLE is asymptotically inefficient if the measurements are disturbed by more than one independent noise source. The MLE properties are analyzed and illustrated by simulation examples and real measurements

Keywords

estimation theory; feedback; identification; linear systems; maximum likelihood estimation; Gaussian MLE; compact disc player; correlation; feedback loop; frequency domain maximum likelihood estimator; identification; input-output data; linear systems; model parameters; noise source; output disturbances; position mechanism; simulation; Continuous time systems; Control systems; Discrete time systems; Feedback loop; Force control; Frequency domain analysis; Frequency estimation; Linear feedback control systems; Linear systems; Maximum likelihood estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Instrumentation and Measurement Technology Conference, 1992. IMTC '92., 9th IEEE

Conference_Location

Metropolitan, NY

Print_ISBN

0-7803-0640-6

Type

conf

DOI

10.1109/IMTC.1992.245185

Filename

245185