Indirect closed-loop identification by optimal instrumental variable method

被引：14

作者：

Zhang, Y ^{[1
]}

Wen, CY ^{[1
]}

Soh, YC ^{[1
]}

机构：

[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore

来源：

AUTOMATICA | 1997年 / 33卷 / 12期

关键词：

parameter estimation; least-squares method; consistent estimation; instrumental variable; system identification;

D O I：

10.1016/S0005-1098(97)00152-0

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Recently, a new bias-compensating least-squares (BCLS) method was proposed for the identification of a closed-loop system with high-order controller. The major feature of this method is that it can achieve consistent parameter estimation without modelling the coloured noises acting on the system. This paper studies the connection between the BCLS method and the instrumental variable (IV) family. It is shown that the BCLS method is a kind of weighted instrumental variable (WIV) method whose results do not depend upon the order of the controller. (C) 1997 Elsevier Science Ltd. All rights reserved.

引用

页码：2269 / 2271

页数：3

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