Subspace-based optimal IV method for closed-loop system identification

Marion Gilson (1) , Guillaume Mercère (2)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 LAII [Poitiers] - Laboratoire d'automatique et d'informatique industrielle [EA 1219]

This paper deals with an optimal instrumental variable method dedicated to subspace-based closed-loop system identification. The presented solution is based on the MOESP technique but requires to modify the original scheme by proposing a new PO MOESP method which uses reconstructed past input and past output data as instrumental variables. The developed approach is then illustrated via a simulation example and a comparison with other subspace-based methods.

Mots clés: Closed-loop identification; MIMO systems; subspace methods; instrumental variable; optimal estimation

Domaines: Autre

Marion Gilson, Guillaume Mercère. Subspace-based optimal IV method for closed-loop system identification. 14th IFAC Symposium on System Identification, SYSID'2006, Mar 2006, Newcastle, Australia. pp.1068-1073. ⟨hal-00089697⟩