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1、Automatica,Vol.33,No.12,pp.2269-2271,199101997ElsevierScienaLtd.AllrightsremergedPII:MOOS-1098(97)00152-OPrintedinGreatBritainPergamonooos-1098/97s17.00+0.00TechnicalCommuniqueIndirectClosed-LoopIdentificationbyOptimalInstrumentalVariableMethod*YINGZHANG
2、,?CHANGYUNWENTandYENGCHAISOHfKeyWords-Parameterestimation;least-squaresmethod;consistentestimation;instrumentalvariable;systemidentification.Abstract-Recently,anewbias-compensatingleast-squaresvariable(IV)method.Furthermore,bycarefullyutilizingthe(BCLS)m
3、ethodwasproposedfortheidentificationofaclosed-signalsinthesystemtobeidentified,thesimpleoptimalIVloopsystemwithhigh-ordercontroller.Themajorfeatureofmethodcanstillbeemployedtoobtainconsistentparameterthismethodisthatitcanachieveconsistentparameterestimat
4、eswithouttherestrictionontheorderofthecontrollerestimationwithoutmodellingthecolourednoisesactingontheusedinZhengandFeng(1995).Thestudyofthispaperalsosystem.ThispaperstudiestheconnectionbetweentheBCLSsuggestsawaytoapplytheoptimalIVmethodtoclosed-loopmeth
5、odandtheinstrumentalvariable(IV)family.Itisshownidentificationinthepresenceofhigh-levelcolorednoise.thattheBCLSmethodisakindofweightedinstrumentalvariable(WIV)methodwhoseresultsdonotdependuponthe2.Problemofindirectclosed-loopidentificationorderofthecontr
6、oller.01997ElsevierScienceLtd.AllrightsConsideralinearSISOclosed-loopsystemshowninFig.1,reserved.whereA(z-)=1+alz-’+azz-’+...+a&-*,(1)1.IntroductionB(z-‘)=b.+blz-’+...+b.z-“,(2)Insystemidentification,theinstrumentalvariable(IV)methoddevelopedsystematical
7、lybySiiderstrGmandStoica(1983)pro-P(zT’)=po+plz-l+‘.’+pmz-‘“;(3)videsapromisingwaytoachieveconsistentparameterestima-tionforsystemscorruptedbycolorednoises.TheadvantageofQ(z-)=40+q,z-+..+q,,,z-3(4)theIVmethodisthatitsestimationresultsdonotdependontheandz
8、-listheunit-delayoperator,i.e.z-x(t)=x(t-l),accuracyofthenoisemodels.Ithasalsobeenshownthatsomeu(t),&)ando(t)arethesysteminput,outputandtheexternalmodifiedleast-squaresmethodsforopen-loopidentification,referencesignal,resp
