Data Informativity for the Closed-Loop Identification of MISO ARX Systems

Kévin Colin , Laurent Bako , Xavier Bombois (1, 2)

1 CNRS - Centre National de la Recherche Scientifique
2 MIS - Ampère, Département Méthodes pour l'Ingénierie des Systèmes

In the Prediction Error identification framework, it is crucial that the collected data are informative with respect to the chosen model structure to get a consistent estimate. In this work, we focus on the data informativity property for the identification of multi-inputs single-output ARX systems in closed-loop and we derive a necessary and sufficient condition to verify if a given multisine external excitation combined with the feedback introduced by the controller yields informative data with respect to the chosen model structure.

Mots clés: System Identification; Data Informativity; Prediction Error Method; Consistency

Domaines: Automatique / Robotique

Kévin Colin, Laurent Bako, Xavier Bombois. Data Informativity for the Closed-Loop Identification of MISO ARX Systems. 2020. ⟨hal-02971657v1⟩