14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper ThB4.1

Miskovic, Ljubisa (EPFL), Karimi, Alireza (EPFL), Bonvin, Dominique (EPFL), Gevers, Michel (Univ. catholique de Louvain)

Direct Closed-Loop Identification of Multi-Input Systems: Variance Analysis

Scheduled for presentation during the Regular Session "Closed Loop Identification" (ThB4), Thursday, March 30, 2006, 15:30−15:50, Cummings Room

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

This information is tentative and subject to change. Compiled on September 24, 2018

Keywords Closed Loop Identification, Multivariable System Identification, Input and Excitation Design


An analysis of the variance of the parameters of a multi-input plant estimated in closed-loop operation is performed. More specifically, the effect of the simultaneous excitation of an additional input on the variance of the estimated parameters is investigated. The resulting expressions are valid for all conventional Prediction Error Models (PEM). It is shown that, regardless of the parametrization, the presence of an additional reference signal never impairs and, in most cases, improves the accuracy of the parameter estimates. The analytical results are illustrated by two simulation examples.