Instrumental variable scheme for closed-loop LPV model identification

Roland Toth (1) , Vincent Laurain (2) , Marion Gilson (2) , Hugues Garnier (2)

1 DCSC - Delft Center for System and Control
2 CRAN - Centre de Recherche en Automatique de Nancy

Identification of real-world systems is often applied in closed loop due to stability, performance or safety constraints. However, when considering Linear Parameter-Varying (LPV) systems, closed-loop identification is not well-established despite the recent advances in prediction error approaches. Building on the available results, the paper proposes the closed-loop generalization of a recently introduced instrumental variable scheme for the identification of LPV-IO models with a Box-Jenkins type of noise model structures. Estimation under closed-loop conditions with the proposed approach is analyzed from the stochastic point of view and the performance of the method is demonstrated through a representative simulation example.

Mots clés: Linear parameter-varying systems; System identification; Refined instrumental variable; Box-Jenkins models

Domaines: Automatique / Robotique

Roland Toth, Vincent Laurain, Marion Gilson, Hugues Garnier. Instrumental variable scheme for closed-loop LPV model identification. Automatica, 2012, 48 (9), pp.2314-2320. ⟨10.1016/j.automatica.2012.06.037⟩. ⟨hal-00765854⟩