Bias-compensated Least Squares Method in Closed Loop Environment
نویسندگان
چکیده
منابع مشابه
Bias-compensated Least Squares Method in Closed Loop Environment
In this paper, a bias-compensated least squares (BCLS) method in the closed loop environment is proposed. It is assumed that the observation noise is a white gaussinan signal while there are no process noises. It is also assumed that the plant is controlled by a linear time invariant controller and that the closed loop system is asymptotically stable. The proposed estimator is unbiased and it d...
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In this paper, an asymptotic bias of the recursive least squares (RLS) estimate in the closed loop environment is analyzed and its compensation method is proposed under the assumption that the noise is white. Namely, a bias compensated RLS method in the closed loop environment based on output error (OE) model is proposed. A posteriori error is also analyzed for the estimation of the noise varia...
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متن کاملOn the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification
A bias-correction method for closed-loop identi"cation, introduced in the literature as the bias-eliminated least-squares (BELS) method (Zheng & Feng, Automatica 31 (1995) 1019), is shown to be equivalent to a basic instrumental variable estimator applied to a predictor for the closed-loop system. This predictor is a function of the plant parameters and the known controller. Corresponding to th...
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ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 2007
ISSN: 0453-4654
DOI: 10.9746/ve.sicetr1965.43.1097