Closed-Loop System Identification with Modifications of the Instrumental Variable Method

Closed-Loop System Identification with Recursive Modifications of the Instrumental Variable Method

“…Consider a causal, linear, and time-invariant, discrete-time system with output signal {y(k)} and plant input signal {u(k)}, shown in Fig. 1 and expressed by the equations (Atanasov and Ichtev, 2009;Forsell and Ljung, 1999;Gilson and Van den Hof, 2003)…”

“…It could be emphasized that, before the closed-loop indirect parametric identification the respective identifiability conditions should be satisfied according to Atanasov and Ichtev (2009), Vuchkov (1996), Isermann (1984.…”

“…Further on, it was discussed in details (Vuchkov, 1996;Forsell and Ljung, 1999;Soderstrom et al, 1987). Numbers of nonrecursive computational procedures are also investigated in Atanasov and Ichtev (2009), Van den Hof (2001, 2003), Wada et al (2001).…”

“…In order to overcome this problem, additional excitation signal is introduced. Non-recursive modifications of the instrumental variable method for closed-loop system identification on the base of a generalized IV method have been developed (Atanasov and Ichtev, 2009;Gilson and Van den Hof, 2001;Gilson and Van den Hof, 2003). In this paper, recursive algorithms for theses modifications are proposed and investigated.…”

Recognition of Short-Time Specific Random Elements in Random Sequences

“…The operation of dynamic systems is accompanied by random phenomena of a varying nature that reflect their functioning peculiarities. By analyzing the signals that describe the properties of these stochastic phenomena, one can recognize the states of dynamic systems (Atanasov et al, 2010;Pupeikis, 2010). We can find out whether the operation mode is normal or of pre-emergency state, dangerous and trustful.…”