Closed-Loop System Identification with Recursive Modifications of the Instrumental Variable Method

摘要

Šiame straipsnyje pateikiama keletas apibendrinto instrumentinių kintamųjų (IK) metodo rekurentinių modifikacijų grįžtamojo ryšio sistemos identifikavimui. Pasiūlyti du nauji rekuren-tiniai algoritmai, tam tikra prasme aproksimuojantys optimalaus IK metodo įverčių realizacijas. Pagrindinis gautų rekurentinių išraiškų privalumas tas, kad jos esti nesudėtingos bei patogios realizuoti praktiškai. Pateiktas grįžtamojo ryšio sistemos pavyzdys ir gauti modeliavimo kompiuteriu rezultatai.%The instrumental variable (IV) method is one of the most renowned methods for parameter estimation. Its bigger advantage is that it is applicable for open-loop as well as for closed-loop systems. The main difficulty in closed-loop identification is due to the correlation between the disturbances and the control signal induced by the loop. In order to overcome this problem, additional excitation signal is introduced. Non-recursive modifications of the instrumental variable method for closed-loop system identification on the base of a generalized IV method have been developed (Atanasov and Ichtev, 2009; Gilson and Van den Hof, 2001; Gilson and Van den Hof, 2003). In this paper, recursive algorithms for theses modifications are proposed and investigated. A simulation is carried out in order to illustrate the obtained results.