Realizations of BELS as WIV method in both direct and indirect closed-loop system identification  

作　　者：JIA LiJuan TAO Ran WANG Yue WADA Kiyoshi 

机构地区：[1]Department of Electronic Engineering, Beijing institute of Technology, Beijing 100081, China [2]Department of Electrical and Electronic System Engineering, Kyushu University, Fukuoka, 819-0359, Japan

出　　处：《Science in China(Series F)》2009年第4期712-722,共11页中国科学（F辑英文版）

基　　金：Supported by the National Natural Science Foundation of China for Distinguished Young Scholars (Grant No. 60625104);the Ministerial Foundation of China (Grant No. A2220060039);the Fundamental Research Foundation of BIT (Grant No. 1010050320810)

摘　　要：The bias eliminated least squares （BELS） method, which is known as efficient for unknown parameter estimation of transfer function in the correlated noise case, has been developed and applied effectively to the closed-loop system identification. In this paper, under the general settings, the realizations of the BELS method as a weighted instrumental variables （WlV） method in both direct and indirect closed- loop system identification are established through constructing an appropriate weighting matrix in the WlV method. The constructed structures are similar in both cases, which reveals that all the proof procedures of the two realizations are the same. Thus, the unified realizations of the BELS as the WlV method for the closed-loop system identification can be built. A simulation example is given to validate our theoretical analysis.The bias eliminated least squares （BELS） method, which is known as efficient for unknown parameter estimation of transfer function in the correlated noise case, has been developed and applied effectively to the closed-loop system identification. In this paper, under the general settings, the realizations of the BELS method as a weighted instrumental variables （WlV） method in both direct and indirect closed- loop system identification are established through constructing an appropriate weighting matrix in the WlV method. The constructed structures are similar in both cases, which reveals that all the proof procedures of the two realizations are the same. Thus, the unified realizations of the BELS as the WlV method for the closed-loop system identification can be built. A simulation example is given to validate our theoretical analysis.

关 键 词：direct closed-loop system identification indirect closed-loop system identification bias eliminated least squares method weightedinstrumental variables method 

分 类 号：O231.3[理学—运筹学与控制论] O177.91[理学—数学]