Instrumental variable methods for closed-loop system identification

DOI10.1016/j.automatica.2004.09.016zbMath1061.93030OpenAlexW2156686000MaRDI QIDQ1764042

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

Publication date: 23 February 2005

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2004.09.016

zbMATH Keywords

linear estimatorsclosed-loop system identificationbootstrap methodsinstrumental variable method

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) System identification (93B30)

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Cites Work

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• Identification of closed-loop systems with low-order controllers
• On covariance function tests used in system identification
• Instrumental variable methods for system identification
• Closed-loop identification revisited
• A bias-correction method for indirect identification of closed-loop systems
• Optimal instrumental variable estimation and approximate implementations
• Some observations on instrumental variable methods of time-series analysis
• On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification

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