DocumentCode
337021
Title
Efficiency of prediction error and instrumental variable methods for closed-loop identification
Author
Forssell, Urban ; Chou, C.T.
Author_Institution
Dept. of Electr. Eng., Linkoping Univ., Sweden
Volume
2
fYear
1998
fDate
16-18 Dec 1998
Firstpage
1287
Abstract
We study the efficiency of a number of closed-loop identification methods. Results are 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
Keywords
autoregressive moving average processes; closed loop systems; covariance matrices; feedback; linear systems; parameter estimation; ARMAX model; closed-loop systems; covariance matrix; feedback; identification; instrumental variable methods; linear time invariant systems; parameter estimation; prediction error; Accuracy; Automatic control; Councils; Covariance matrix; Feedback; Filters; Frequency; Instruments; Inverse problems; Parameter estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location
Tampa, FL
ISSN
0191-2216
Print_ISBN
0-7803-4394-8
Type
conf
DOI
10.1109/CDC.1998.758456
Filename
758456
Link To Document