Simple Refined IV Methods of Closed-Loop System Identification
نویسندگان
چکیده
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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تاریخ انتشار 2009