Asymptotic variance expressions for closed-loop identification

Gevers, Michel;Ljung, L;Van den Hof, P
(2001) 11th IFAC Symposium on System Identification — Location: FUKUOKA(Japan) (8.July.1997)

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  • Gevers, MichelUCLouvain
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  • Ljung, L
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  • Van den Hof, P
    Author
Abstract
Asymptotic variance expressions are analyzed for models that are identified on the basis of closed-loop data. The considered methods comprise the classical 'direct' method. as well as the more recently developed indirect methods, employing coprime factorized models, dual Youla/Kucera parametrizations and the two-stage approach. The variance expressions are compared with the open-loop ituation, and evaluated in terms of their relevance for subsequent model-based control design. (C) 2001 Elsevier Science Ltd. All rights reserved.
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Gevers, M., Ljung, L., & Van den Hof, P. (2001). Asymptotic variance expressions for closed-loop identification. Automatica, 37(5), 781-786. https://hdl.handle.net/2078.5/45835 (Original work published 2001)