A projection method for closed-loop identification

Authors
Forssell, U Ljung, L
Citation
U. Forssell et L. Ljung, A projection method for closed-loop identification, IEEE AUTO C, 45(11), 2000, pp. 2101-2106
Citations number
5
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
45
Issue
11
Year of publication
2000
Pages
2101 - 2106
Database
ISI
SICI code
0018-9286(200011)45:11<2101:APMFCI>2.0.ZU;2-M
Abstract
A new method for closed-loop identification that allows fitting the model t o the data with arbitrary frequency weighting is described and analyzed. Ju st as the direct method, this new method is applicable to systems with arbi trary feedback mechanisms. This is in contrast to other methods, such as th e indirect method and the two-stage method, that assume linear feedback. Th e finite sample behavior of the proposed method is illustrated in a simulat ion study.