H. Garnier et al., A bias-eliminated least-squares method for continuous-time model identification of closed-loop systems, INT J CONTR, 73(1), 2000, pp. 38-48
Schemes for system identification based on closed-loop experiments have att
racted considerable interest lately. However, most of the existing approach
es have been developed for discrete-time models. In this paper, the problem
of continuous-time model identification is considered. A bias correction m
ethod without noise modelling associated with the Poisson moment functional
s approach is presented for indirect identification of closed-loop systems.
To illustrate the performances of the proposed method, the bias-eliminated
least-squares algorithm is applied to the parameter estimation of a simula
ted system via Monte Carlo simulations.