2006
DOI: 10.3182/20060329-3-au-2901.00143
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A Refined Iv Method for Closed-Loop System Identification

Abstract: The paper describes a simple, two-stage instrumental variable method of closed loop identification and estimation. This can be used with both continuous and discrete-time transfer function models and the enclosed system can be unstable. The paper also shows briefly how a third stage of estimation can be added that induces statistical efficiency when the enclosed system is stable.

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Cited by 18 publications
(4 citation statements)
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“…An iterative method based on Gilson et al (2006) is used in this paper. Here, z i indicates that z belongs to the dataset i.…”
Section: The Iterative Instrumental Variable Methodsmentioning
confidence: 99%
“…An iterative method based on Gilson et al (2006) is used in this paper. Here, z i indicates that z belongs to the dataset i.…”
Section: The Iterative Instrumental Variable Methodsmentioning
confidence: 99%
“…In order to obtain an unbiased estimate in the closed loop environment, the instrumental variable (IV) methods [5]- [7] have been proposed, which require a few iterations to obtain unbiased estimate. These methods are based on the indirect approach of the closed loop identification or at least the instrumental variables are produced based on the reference input signal.…”
Section: Introductionmentioning
confidence: 99%
“…See, for instance, Söderström and Stoica (1989) or Ljung (1999) for more details on the instrumental variable method. The method presented in this section is based on the method of Gilson et al (2006) where the parameters are estimated in an iterative scheme. In each iteration, the instruments are created by simulating the inputs and the outputs from the rudder angle by using the latest parameter estimates and the iterations are terminated when the parameters have converged.…”
Section: The Instrumental Variable Estimatormentioning
confidence: 99%