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Closed-Loop System Identification for Small Samples With Constraints

Summary: [This abstract is based on the authors' abstract.] A closed-loop system is proposed for the identification of transfer function models that is intended to improve model parameter estimates by incorporating prior knowledge about the process in the form of constraints, without using a dither signal. A Monte Carlo simulation illustrates the small-sample benefits of adding various forms of constraints. It is shown that prior knowledge of the input-output delay of the process is most important for identifying a process operating in closed-loop. An example illustrates the advantages of the proposed method over the dither signal approach.

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  • Topics: Statistics
  • Keywords: Box plots, Transfer function models, Constraints, Least squares, Feedback control, Prior knowledge, Closed loop
  • Author: Vanli, O. Arda; Castillo, Enrique Del
  • Journal: Technometrics