Closed-loop system identification with modifications of the instrumental variable method

MaRDI QIDQ4929816zbMATH OpenFDO

Authors Nasko Atanasov, Alexander Ichtev

Publication date 24 September 2010

zbMATH Keywords

parameter estimationleast-squares methodinstrumental variable methodprediction errorclosed-loop system identificationobservations

Mathematics Subject Classification ID

Point estimation (62F10) Estimation and detection in stochastic control theory (93E10)

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• Closed-loop system identification with recursive modifications of the instrumental variable method
• An alternative motivation for the indirect approach to closed-loop identification
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• FIR modelling for errors‐in‐variables/closed‐loop systems by exploiting cyclo‐stationarity
• Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables
• Some modifications on the refined instrumental variable method†
• On system identification using the closed-loop observations
• Instrumental variable scheme for closed-loop LPV model identification

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