A recursive algorithm for ARMAX model identification in closed loop

作     者：Landau, ID Karimi, A 

作者机构：Univ Grenoble 1 ENSIEG Lab Automat Grenoble CNRSINPG F-38402 St Martin Dheres France Sharif Univ Technol Dept Elect Engn Tehran Iran 

出 版 物：《IEEE TRANSACTIONS ON AUTOMATIC CONTROL》 (IEEE Trans Autom Control)

年 卷 期：1999年第44卷第4期

页      面：840-843页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 0811[工学-控制科学与工程] 

主　　题：ARMAX model closed-loop identification output error recursive algorithm 

摘      要：The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered, A special reparameterized optimal predictor for the closed-loop is: introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable in a deterministic environment and gives asymptotically unbiased parameters estimates under richness conditions.