Optimal instrumental variable method for closed-loop identification

M. Gilson, H. Garnier, P.C. Young, P.M.J. Hof, Van den

Research output: Contribution to journalArticleAcademicpeer-review

61 Citations (Scopus)
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This study presents in a new unified way, optimal instrumental variable methods for identifying discrete-time transfer function models when the system operates in a closed loop. The conditions for the optimal design of prefilters and instruments depending on common model structures are analysed and different approaches are developed according to whether the controller is known or not. The performance of the proposed approaches is evaluated by Monte-Carlo analysis in comparison with other alternative closed-loop estimation methods.
Original languageEnglish
Pages (from-to)1147-1154
Number of pages8
JournalIET Control Theory & Applications
Issue number10
Publication statusPublished - 2011


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