On system identification using the closed-loop observations
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A two-stage method, applying the prediction error model is analyzed with respect to the form of an additive correlated noise transfer function. The input-output transfer function is determined in the case of a known regulator as well as in the opposite case. The optimal structure of an additive noise filter ensuring the minimal value of the minimized criterion is also found. Then the author gives results about numerical simulation and identification of the closed-loop system using the two-stage method and the direct approach.
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