Closed-loop continuous-time model identification with noisy input-output

被引：2

作者：

Victor, Stephane ^{[1
]}

Diudichi, Arnold ^{[1
]}

Melchior, Pierre ^{[1
]}

机构：

[1] Univ Bordeaux, Bordeaux INP, UMR CNRS 5218, IMS, 351 Cours Liberat, F-33405 Talence, France

来源：

IFAC PAPERSONLINE | 2017年 / 50卷 / 01期

关键词：

System identification; closed-loop system; noisy input-ouput systems; continuous-time models; errors-in-variables; linear estimation; INSTRUMENTAL VARIABLE METHODS; ORDER ESTIMATION; PARAMETER; SYSTEMS;

D O I：

10.1016/j.ifacol.2017.08.1936

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, system identification is proposed for closed-loop systems in input/output noisy context. Although instrumental variable techniques exist in the literature, the proposed filtering in input/ouput noisy context is not optimal. Also, three algorithms are proposed, and the closed-loop simplified refined instrumental variable for continuous-time system gives optimal results: estimates are consistent and with minimum variance. The main contributions relies on the filtering of the instruments and signals considered. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

引用

页码：12853 / 12858

页数：6

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