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Closed loop identification of systems operating in closed loop: possibilities and fallacies

Identification of systems operating in closed loop has long been of prime interest in industrial applications. The problem offers many possibilities, and also some fallacies, and a wide variety of approaches have been suggested, many quite recently. The purpose of the current contribution is to place most of these approaches in a coherent framework, thereby showing their connections and display similarities and differences in the asymptotic properties of the resulting estimates. The common framework is created by the basic prediction error method, and it is shown that most of the common methods correspond to different parametrizations of the dynamics and noise models. The so-called indirect methods, e.g. are indeed "direct" methods employing noise models that contain the regulator. The asymptotic properties of the estimates then follow from the general theory and take different forms as they are translated to the particular parametrizations. We also study a new projection approach to closed-loop identification with the advantage of allowing approximation of the open-loop dynamics in a given, and user-chosen frequency domain norm, even in the case of an unknown, nonlinear regulator.

Type of Seminar:
Public Seminar
Prof. Lennart Ljung
Automatic Control Linköping University, Linköping, Sweden
Apr 26, 2000   17:15

ETH-Zentrum, ETZ E6, Gloriastrasse 35, 8006 Zurich
Contact Person:

Prof. M. Morari
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Biographical Sketch:
Lennart Ljung (S'74-M'75-SM'83-F85) was born in 1946. He received the Ph.D. degree in automatic control from the Lund Institute of Technology, Lund, Sweden in 1974. He received also Ph.D. degrees (hc) from the Baltic State Technical University, St. Petersburg, Russia in 1996 and from Uppsala University, Sweden in 1998. Since 1976 he has been Professor of the chair of Automatic Control at Linköping University, Linköping, Sweden. He is the author/coauthor of nine textbooks. Dr. Ljung is a member of the Royal Swedish Academy of Engineering Sciences and the Royal Academy of Science. He is an IFAC Advisor and Associate Editor of several journals.