### Abstract

This paper uses prediction error identification to distinguish control-relevant system changes in closed-loop operation from variations in disturbance characteristics. The approach consists of a hypothesis test to verify whether an identified model of the true system lies in a set containing all models that exhibit adequate closed-loop performance. To increase the detection probability, i.e. the probability of choosing the correct hypothesis, experiment design is performed to devise an excitation signal for closed-loop identification of the system dynamics. For a given identification cost, this allows us to maximize the probability that an identified model of the system lies in the performance-related region of interest in accordance with the hypothesis test and, therefore, decrease the probability of opting for an erroneous hypothesis.

Original language | English |
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Title of host publication | Proceedings of the 16th IFAC Symposium on System Identification (SYSID 2012), 11-13 July 2012, Brussels, Belgium |

Editors | J. Schoukens, R. Bitmead |

Publisher | IFAC |

Pages | 1341-1346 |

DOIs | |

Publication status | Published - 2012 |

Event | 16th IFAC Symposium on System Identification (SYSID 2012) - Brussels, Belgium Duration: 11 Jul 2012 → 13 Jul 2012 |

### Conference

Conference | 16th IFAC Symposium on System Identification (SYSID 2012) |
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Abbreviated title | SYSID 2012 |

Country | Belgium |

City | Brussels |

Period | 11/07/12 → 13/07/12 |

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## Cite this

Mesbah, A., Bombois, X., Ludlage, J. H. A., & Hof, Van den, P. M. J. (2012). Experiment design for closed-loop performance diagnosis. In J. Schoukens, & R. Bitmead (Eds.),

*Proceedings of the 16th IFAC Symposium on System Identification (SYSID 2012), 11-13 July 2012, Brussels, Belgium*(pp. 1341-1346). IFAC. https://doi.org/10.3182/20120711-3-BE-2027.00220