INDIRECT CLOSED-LOOP IDENTIFICATION BY OPTIMAL INSTRUMENTAL VARIABLE METHOD

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