Least-squares identification of closed-loop systems
Least-squares identification of closed-loop systems
复制标题
闭环系统的最小二乘辨识
DOI:
10.1080/00207177508922023
复制
发表时间:
1975
影响因子:
2.1
通讯作者:
J. Edmunds
中科院分区:
文献类型:
--
作者:
P. Wellstead;J. Edmunds
The problem of least-squares estimation of closed-loop systems is examined. The particular configuration considered is the single input-single output discrete linear system controlled by a linear, stationary feedback regulator. Results are obtained which determine the conditions for uniqueness and consistency of the least-squares estimates of the forward-path transfer function. In particular, it is shown that if two orthogonal unobservable noise sources are present, one in each path, the system is uniquely identifiable. When the feedback path is noise-free the uniqueness of the estimates is dependent upon the order of the regulator regression polynomials. The consistency of the estimates in the case of a white forward-path disturbance is assured provided that there is at least one delay term in the loop.