文章基本信息

标题：Closed-loop continuous-time model identification with noisy input-output
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作者：Stéphane Victor ; Arnold Diudichi ; Pierre Melchior 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：12853-12858
DOI：10.1016/j.ifacol.2017.08.1936
语种：English
出版社：Elsevier
摘要：AbstractIn this paper, system identification is proposed for closed-loop systems in input/output noisy context. Although instrumental variable techniques exist in the literature, the proposed filtering in input/ouput noisy context is not optimal. Also, three algorithms are proposed, and the closed-loop simplified refined instrumental variable for continuous-time system gives optimal results: estimates are consistent and with minimum variance. The main contributions relies on the filtering of the instruments and signals considered.
关键词：KeywordsSystem identificationclosed-loop systemnoisy input-ouput systemscontinuous-time modelserrors-in-variableslinear estimation