A BIAS-CORRECTION METHOD FOR INDIRECT IDENTIFICATION OF CLOSED-LOOP SYSTEMS

摘要

A novel least-squares-like method is developed to deal with the bias problem in indirect identification of closed-loop systems with coloured disturbances. It is shown that, combined with a bias-correction procedure, this method can give rise to consistent parameter estimates by fully and efficiently using the given information about the regulator, Simulation results are also included for illustration. [References: 21]