System Identification from Closed-Loop Data with Known Output Feedback Dynamics

This paper formulates a method to identify the open-loop dynamics of a system operating under closedloop conditions. The closed-loop excitation data and the feedback dynamics are assumed to be known. Two closed-loop configurations are considered where the system has either a linear output feedback controller or a dynamic output feedback controller. First, the closed-loop excitation data are used to compute the closed-loop Markov parameters, from which the open-loop Markov parameters are recovered from the known feedback dynamics. The Markov parameters are then used to compute a state space representation of the open-loop system. Examples are provided to illustrate the computational steps involved in the proposed closed-loop identification method.