Title
Closed-loop identification of multivariable systems: With or without excitation of all references?
Abstract
The accuracy of plant parameters estimated in closed-loop operation is investigated for a class of multivariable systems and for the situation where only some of the reference inputs are excited. This issue is important for at least two reasons: (i) there are control applications where it is preferable not to excite all references in order to avoid performance degradation, and (ii) it is not clear whether the results in the context of open-loop identification, where the existence of common parameters between the various transfer functions is a condition for improved accuracy with additional excitation, also hold in the closed-loop case. The paper examines the effect of the non-excitation of some reference inputs on the variance of the estimated parameters. The proposed expressions are valid for all conventional model structures used in prediction error identification. Although exciting all reference inputs is not necessary for identifiability, this work shows that, regardless of the parametrization, the excitation of all references never worsens and, in most cases, improves the accuracy of the parameter estimates. The analytical results developed in this work are illustrated by two simulation examples.
Year
DOI
Venue
2008
10.1016/j.automatica.2007.11.016
Automatica
Keywords
Field
DocType
Closed-loop identification,Covariance matrices,Multivariable systems,System excitation
Multivariable calculus,Parametrization,Expression (mathematics),Control theory,Identifiability,Transfer function,Covariance matrix,System identification,Open-loop controller,Mathematics
Journal
Volume
Issue
ISSN
44
8
0005-1098
Citations 
PageRank 
References 
3
0.76
6
Authors
4
Name
Order
Citations
PageRank
L. MišKović1527.28
A. Karimi228940.41
D. Bonvin3507.36
M. Gevers430.76