Instrumental variable scheme for closed-loop LPV model identification

  • Authors:

  • Roland TóTh;Vincent Laurain;Marion Gilson;Hugues Garnier

  • Affiliations:

  • Delft Center for Systems and Control, Delft University of Technology, Mekelweg 2, 2628 CD, Delft, The Netherlands;Université de Lorraine, CRAN, UMR 7039, 2 rue Jean Lamour, F-54519 Vandoeuvre-lès-Nancy Cedex, France and CNRS, CRAN, UMR 7039, France;Université de Lorraine, CRAN, UMR 7039, 2 rue Jean Lamour, F-54519 Vandoeuvre-lès-Nancy Cedex, France and CNRS, CRAN, UMR 7039, France;Université de Lorraine, CRAN, UMR 7039, 2 rue Jean Lamour, F-54519 Vandoeuvre-lès-Nancy Cedex, France and CNRS, CRAN, UMR 7039, France

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2012

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Abstract

Identification of real-world systems is often applied in closed loop due to stability, performance or safety constraints. However, when considering Linear Parameter-Varying (LPV) systems, closed-loop identification is not well-established despite the recent advances in prediction error approaches. Building on the available results, the paper proposes the closed-loop generalization of a recently introduced instrumental variable scheme for the identification of LPV-IO models with a Box-Jenkins type of noise model structures. Estimation under closed-loop conditions with the proposed approach is analyzed from the stochastic point of view and the performance of the method is demonstrated through a representative simulation example.