Instrumental variable methods for closed-loop system identification
type: Item
instance of: scholarly article
title: Instrumental variable methods for closed-loop system identification
zbMATH Open document ID: 1061.93030
author: M. Gilson
author: Paul Van den Hof
published in: Automatica
publication date: 2005-02-23T00:00:00Z
review text: In many industrial processes, safety and production restrictions are often strong reasons for not allowing identification experiments in open-loop. In such situations experimental data only can be obtained under closed-loop conditions. The main difficulty in closed-loop identification is due to the correlation between the disturbances and the control signal induced by the loop. Several classical alternatives are available to cope with this problem. Some particular versions of these methods have to be developed in the area of control relevant identification. The authors propose several bootstrap methods for approximating the required information from measurement data. Comparison between the different methods is studied on a simulation example.
reviewed by: Yves Cherruault
Mathematics Subject Classification ID: 93B30
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 2137846
zbMATH Keywords: closed-loop system identification
zbMATH Keywords: linear estimators
zbMATH Keywords: bootstrap methods
zbMATH Keywords: instrumental variable method
MaRDI profile type: Publication
full work available at URL: j.automatica.2004.09.016
OpenAlex ID: W2156686000
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DOI: 10.1016/J.AUTOMATICA.2004.09.016
description: scientific article; zbMATH DE number 2137846