14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper ThB4.6

Gilson, Marion (Univ. Henri Poincaré, Nancy 1), Garnier, Hugues (Univ. Henri Poincaré, Nancy 1), Young, Peter (Lancaster Univ.), Van den Hof, Paul M.J. (Delft Univ. of Tech.)

A Refined IV Method for Closed-Loop System Identification

Scheduled for presentation during the Regular Session "Closed Loop Identification" (ThB4), Thursday, March 30, 2006, 17:10−17:30, Cummings Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 22, 2018

Keywords Closed Loop Identification


This paper describes an optimal instrumental variable method for identifying discrete-time transfer function models of the Box-Jenkins transfer function form in the closed-loop situation. This method is based on the Refined Instrumental Variable (RIV) algorithm which, because of an appropriate choice of particular design variables, achieves minimum variance estimation of the model parameters. The Box-Jenkins model is the most natural since it does not constrain the process and the noise models to have common polynomials. The performance of the proposed approach is evaluated by Monte Carlo analysis in comparison with other alternative closed loop estimation methods.