Simple refined IV methods of closed-loop system identification

Peter C. Young (1) , Hugues Garnier (2) , Marion Gilson (2)

1 CRES - Centre for Research on Environmental Systems and Statistics
2 CRAN - Centre de Recherche en Automatique de Nancy

The paper describes a simple, two-stage instrumental variable method of closed loop identification and estimation. This can be used with both continuous and discrete-time transfer function models and the enclosed system can be unstable. The paper also shows briefly how a third stage of estimation can be added that induces statistical efficiency when the enclosed system is stable.

Mots clés: discrete-time.; identification; closed loop; instrumental variable; continuous-time; discrete-time

Domaines: Automatique / Robotique

Peter C. Young, Hugues Garnier, Marion Gilson. Simple refined IV methods of closed-loop system identification. 15th IFAC Symposium on System Identification, SYSID 2009, Jul 2009, Saint-Malo, France. pp.CDROM. ⟨hal-00406486⟩