A bias-correction method for indirect identification of closed-loop systems
type: Item
instance of: scholarly article
title: A bias-correction method for indirect identification of closed-loop systems
zbMATH Open document ID: 0842.93077
DOI: 10.1016/0005-1098(95)00006-I
author: Wei Xing Zheng
author: Chunbo Feng
published in: Automatica
publication date: 1996-08-05T00:00:00Z
review text: The paper deals with indirect identification of closed-loop systems in the presence of coloured noise. A least-squares-like method, with an incorporated bias correction procedure, is developed for consistent estimation of the closed-loop system and open-loop process. The proposed method exploits in a novel way the available information regarding the regulator (feedback law) in the first step of the indirect identification procedure, yielding a simple and efficient procedure for computing the bias of the conventional LS estimate of the closed-loop parameters. It is shown that the bias-eliminated LS estimate, obtained after removing the bias, besides consistent convergence is robust against different kinds of noise models, exhibits a low sensitivity to SNR changes, and retains all computational merits of the standard LS method. These advantages are illustrated in the paper by means of a simulation example.
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93E24
Mathematics Subject Classification ID: 93C99
zbMATH DE Number: 806686
zbMATH Keywords: bias reduction
zbMATH Keywords: indirect identification
zbMATH Keywords: closed-loop
zbMATH Keywords: coloured noise
zbMATH Keywords: least-squares
reviewed by: Zygmunt Hasiewicz
describes a project that uses: System Identification Toolbox
MaRDI profile type: Publication
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full work available at URL: 0005-1098(95)00006-i
OpenAlex ID: W2031926064
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description: scientific article; zbMATH DE number 806686