A Projection Method for Closed-Loop Identification

• A new method for closed-loop identification that allows fitting the model to the data with arbitrary frequency weighting is described and analyzed. Just as the direct method, this new method is applicable to systems with arbitrary feedback mechanisms. This is in contrast to other methods, such as the indirect method and the two-stage method, that assume linear feedback. The finite sample behavior of the proposed method is illustrated in a simulation study.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Keyword

Closed loop systems

Prediction error methods

Cybernetik Informationsteori

Maskinelement Servomekanismer Automation

Automatic control

Reglerteknik

Publication and Content Type

vet (subject category)

rap (subject category)