Asymptotic variance expressions for closed-loop identification

DOI10.1016/S0005-1098(01)00015-2MaRDI QIDQ5936372zbMATH OpenOpenAlexWikidataFDO

Authors Michel Gevers, Lennart Ljung, Paul Van den Hof

Publication date 16 January 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(01)00015-2

zbMATH Keywords

Asymptotic variance expressions, Prediction error methodsClosed-loop identificationModel-based control designSystem identification

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Review text

Asymptotic variance expressions are analyzed for models that are identified on the basis of closed-loop data. The considered methods comprise the classical ``direct method, as well as the more recently developed indirect methods, employing coprime factorized models, dual Youla/Kucera parametrizations and the two-stage approach. The variance expressions are compared with the open-loop situation, and evaluated in terms of their relevance for subsequent model-based control design.

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• scientific article; zbMATH DE number 829787 (Why is no real title available?)
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• Identification of normalised coprime plant factors from closed-loop experimental data
• Identification of processes in closed loop-identifiability and accuracy aspects
• The fundamental role of general orthonormal bases in system identification

Cited in

(16)

• Variance-error quantification for identified poles and zeros
• From experiment design to closed-loop control
• Closed-loop identification with an unstable or nonminimum phase controller
• Model validation for control and controller validation in a prediction error identification framework. II: Illustrations
• Closed-loop identification of power system based on ambient data
• A general multirate approach for direct closed-loop identification to the Nyquist frequency and beyond
• On the frequency domain accuracy of closed-loop estimates
• Analysis of the variability of joint input-output estimation methods
• Reduced-order controller design via iterative identification and control
• Stability assessment for cautious iterative controller tuning
• Information matrix and D-optimal design with Gaussian inputs for Wiener model identification
• Variance error, interpolation and experiment design
• Covariance analysis in SISO linear systems identification
• Closed-loop identification for control of linear parameter varying systems
• A virtual closed loop method for closed loop identification
• On the accuracy in errors-in-variables identification compared to prediction-error identification

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