Closed-loop identification via output fast sampling
β Scribed by Jiandong Wang; Tongwen Chen; Biao Huang
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 575 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0959-1524
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In this paper, a modified least-squares method is proposed to treat the problem of identifying closed-loop systems in the presence of coloured noises. Using the information obtained by the standard least-squares (LS) method, some linear equality constraints of the estimated parameters are derived fo
variable estimation are discussed.
Parametric models of linear systems operating in closed-loop can be consistently identixed from time-domain noisy input}output measurements using cumulant spectra without requiring parametric modeling of noise. Two algorithms are proposed and their asymptotic performance is analyzed.