M. Gilson et P. Van Den Hof, On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification, AUTOMATICA, 37(10), 2001, pp. 1593-1600
A bias-correction method for closed-loop identification, introduced in the
literature as the bias-eliminated least-squares (BELS) method (Zheng & Feng
,Automatica 31 (1995) 1019), is shown to be equivalent to a basic instrumen
tal variable estimator applied to a predictor for the closed-loop system. T
his predictor is a function of the plant parameters and the known controlle
r. Corresponding to the related method using a least-squares criterion, the
method is referred to as the tailor-made IV method for closed-loop identif
ication. The indicated equivalence greatly facilitates the understanding an
d the analysis of the BELS method. (C) 2001 Elsevier Science Ltd. All right
s reserved.