System identification: theory for the user
System identification: theory for the user
Comparison of the closed-loop identfication methods in terms of the bias distribution
Systems & Control Letters
Least costly identification experiment for control
Automatica (Journal of IFAC)
Closed-loop identification revisited
Automatica (Journal of IFAC)
Identification of multi-input systems: variance analysis and input design issues
Automatica (Journal of IFAC)
Hi-index | 22.14 |
The accuracy of plant parameters estimated in closed-loop operation is investigated for a class of multivariable systems and for the situation where only some of the reference inputs are excited. This issue is important for at least two reasons: (i) there are control applications where it is preferable not to excite all references in order to avoid performance degradation, and (ii) it is not clear whether the results in the context of open-loop identification, where the existence of common parameters between the various transfer functions is a condition for improved accuracy with additional excitation, also hold in the closed-loop case. The paper examines the effect of the non-excitation of some reference inputs on the variance of the estimated parameters. The proposed expressions are valid for all conventional model structures used in prediction error identification. Although exciting all reference inputs is not necessary for identifiability, this work shows that, regardless of the parametrization, the excitation of all references never worsens and, in most cases, improves the accuracy of the parameter estimates. The analytical results developed in this work are illustrated by two simulation examples.