A Generalized Instrumental Variable Method Based on Matrix Decomposition for Simultaneous Identification of Bi-directional Paths in Closed-loop Systems

作者：Jiang Benben^*; Zhu Qunxiong; Zhu Xiaoxiang; Geng Zhigiang

来源：11th IFAC Symposium on Dynamics and Control of Process Systems including Biosystems, 2016-06-06 to 2016-06-08.

DOI：10.1016/j.ifacol.2016.07.352

• Closed-loop identification
• Colored noise
• Instrumental variable
• Generalized instrumental variable
• UD-factorization

In this paper, a generalized instrumental variable (GIV) identification method based on a UD factorization is proposed for closed-loop systems with colored noise. The major characteristic of the proposed approach is that all the parameter estimates and the corresponding loss function values for both forward and backward path models with orders possibly from zero to n can be obtained simultaneously after a single step of UD factorization. The identification accuracy properties, in terms of the covariance matrix of the parameter estimates, are investigated and illustrated via simulation examples.

• 出版日期2016
• 单位北京化工大学