Asymptotic variance expressions for closed-loop identification

Asymptotic variance expressions are analyzed for models that are identified on the basis of closed-loop data. The considered methods comprise the clas sical 'direct' method. as well as the more recently developed indirect meth ods, employing coprime factorized models, dual Youla/Kucera parametrization s and the two-stage approach. The variance expressions are compared with th e open-loop ituation, and evaluated in terms of their relevance for subsequ ent model-based control design. (C) 2001 Elsevier Science Ltd. All rights r eserved.