Parameter-based conditions for closed-loop system identifiability of ARX models with routine operating data

DOI10.1016/J.JFRANKLIN.2016.10.027MaRDI QIDQ509344zbMATH OpenOpenAlexFDO

Authors Yuri A. W. Shardt, Biao Huang

Publication date 9 February 2017

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2016.10.027

zbMATH Keywords

complexityMonte Carlo simulationsclosed-loop system identificationfirst-order autoregressive modelabsence of external excitationexpectation-based analysis of Fisher information matrixlocal identifiabilityno global identifiability

Mathematics Subject Classification ID

Feedback control (93B52) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

Recommendations

• Closed-loop identification condition for ARMAX models using routine operating data
• scientific article; zbMATH DE number 4200072
• Analysis of the identification of closed-loop systems using least-squares methods
• Subspace state space approach to closed loop system identification
• scientific article; zbMATH DE number 3854942

Cites work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Closed-loop identification condition for ARMAX models using routine operating data
• Finite-horizon reliable control with randomly occurring uncertainties and nonlinearities subject to output quantization
• Identifiability conditions for linear systems operating in closed loop†
• Identification and the Information Matrix: How to Get Just Sufficiently Rich?
• On covariance function tests used in system identification
• Parameter Estimation with Closed-Loop Operating Data
• The Analysis of Closed-Loop Dynamic-Stochastic Systems

Cited in

(3)

• Closed-loop identification condition for ARMAX models using routine operating data
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA
• scientific article; zbMATH DE number 1421411 (Why is no real title available?)

Describes a project that uses

Uses Software

• astsa

This page was built for publication: Parameter-based conditions for closed-loop system identifiability of ARX models with routine operating data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q509344)