On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification

DOI10.1016/S0005-1098(01)00119-4zbMath0983.93011OpenAlexW2138724718MaRDI QIDQ5947630

Van den Hof, Paul M. J., Marion Gilson

Publication date: 10 April 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00119-4

zbMATH Keywords

system identificationclosed-loop identificationbias-eliminated least-squaresinstrumental variablesprediction error methods

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items (7)

The data-filtering based bias compensation recursive least squares identification for multi-input single-output systems with colored noises ⋮ Bias compensation‐based parameter estimation for output error moving average systems ⋮ A bias-correction method for closed-loop identification of linear parameter-varying systems ⋮ An instrumental variable approach to non-linear model-based adaptive control of engine speed ⋮ Instrumental variable methods for closed-loop system identification ⋮ Realizations of BELS as WIV method in both direct and indirect closed-loop system identification ⋮ Errors-in-variables methods in system identification

Cites Work

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• Identification of closed-loop systems with low-order controllers
• Analysis of closed-loop identification with a tailor-made parameterization. With discussion by I. D. Landau, A. Karimi and F. De Bruyne.
• An output error recursive algorithm for unbiased identification in closed loop
• Indirect closed-loop identification by optimal instrumental variable method
• A bias-correction method for indirect identification of closed-loop systems
• On a least-squares-based algorithm for identification of stochastic linear systems
• On-line modified least-squares parameter estimation of linear discrete dynamic systems
• Study of a bias-free least squares parameter estimator

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