An instrumental variable technique for open-loop and closed-loop identification of input-output LPV models

In this paper a method is proposed that allows the identification of input-output quasi-linear parameter-varying (LPV) models based on ergodic signals. In this case the use of the instrumental variables (IV) method leads to a consistent estimation of the quasi-LPV model parameters. Moreover, an indirect closed-loop identification technique, which has been proposed for the identification of linear time-invariant (LTI) models in closed-loop, is extended here to consistently identify input-output LPV models in closed loop using the IV method. Two cases are considered: LPV systems with noise-free external scheduling signals and quasi-LPV systems with noisy scheduling signals. Several simulation examples are presented to illustrate the method.