PERIODIC EXCITATION FOR IDENTIFICATION OF DYNAMIC ERRORS-IN-VARIABLES SYSTEMS OPERATING IN CLOSED LOOP

摘要

A consistent algorithm for identification of linear dynamic systems from noisy input and output measurements is presented under the assumption that the system is excited by an unknown periodic signal with a known period time. The required noise assumptions are weak and the input and output noises are allowed to be fully correlated. The algorithm is suited to identify both stable and unstable systems operating in closed loop.