Optimal instrumental variable method for closed-loop identification

Marion Gilson (1) , Hugues Garnier (1) , Peter J.W. Young (2) , Paul van den Hof (3)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 Division of Pathology, School of Molecular Medical Sciences
3 DCSC - Delft Center for Systems and Control [Delft]

This paper presents in a new unified way, optimal instrumental variable methods for identifying discrete-time transfer function models when the system operates in closed-loop. The conditions for the optimal design of prefilters and instruments depending on common model structures are analyzed and different approaches are developed according to whether the controller is known or not. The performance of the proposed approaches is evaluated by Monte-Carlo analysis in comparison with other alternative closed-loop estimation methods.

Mots clés: System identification; closed-loop identification; optimal instrumental variable; Box-Jenkins models.; Box-Jenkins models

Domaines: Automatique / Robotique

Marion Gilson, Hugues Garnier, Peter J.W. Young, Paul van den Hof. Optimal instrumental variable method for closed-loop identification. IET Control Theory and Applications, 2011, 5 (10), pp.1147-1154. ⟨10.1049/iet-cta.2009.0476⟩. ⟨hal-00594388⟩