System identification based on closed-loop step response data
β Scribed by Wang, L.; Cluett, W.R.
- Book ID
- 114449576
- Publisher
- The Institution of Electrical Engineers
- Year
- 1994
- Tongue
- English
- Weight
- 325 KB
- Volume
- 141
- Category
- Article
- ISSN
- 1350-2379
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Conventional parameter estimation approaches fail to identify linear systems operating in closed loop when both input and output measurements are contaminated by additive noise of unknown (cross-)spectral characteristics. However, even in the absence of measurement noise, parameter estimation is inv
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.