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Zbl 0909.93010
Karimi, Alireza; Landau, Ioan Doré
Comparison of the closed-loop identification methods in terms of the bias distribution. (English)
[J] Syst. Control Lett. 34, No.4, 159-167 (1998). ISSN 0167-6911

Summary: Several schemes for plant model identification in closed-loop operation including classical direct method, two-step identification and closed-loop output error algorithms are considered. These methods are analyzed and compared in terms of the bias distribution of the estimates for the case that the noise model is estimated as well as the case that a fixed model of noise is considered (output error structure). The problems concerning the filtered direct method which is often used in the iterative identification and control scheme are mentioned. It is shown that these problems may be solved by the closed-loop output error identification method.

MSC 2000:: *93B30 System identification

Keywords: closed-loop identification; bias distribution; identification for control; output error; filtered direct method

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