Identification of linear systems captured in a feedback loop

Abstract

The identification of model parameters using measured input-output data from linear systems operating in a closed loop is discussed. A frequency-domain maximum likelihood estimator which takes into account the correlation between the input and output disturbances is presented. Its properties are analyzed and illustrated by simulation examples and real measurements.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>