Hossam S. Abbas
System identification, Closed-loop identification, Input-output models, Linear parameter varying systems, Refined Instrumental Variable
This paper introduces a statistically optimal Instrumental Variable (IV) technique for identifying discrete-time input-output Linear Parameter-Varying Box-Jenkins (LPV-BJ) models in closed-loop where the noise part is an additive output colored noise. Such IV technique is based on the Refined Instrumental Variable (RIV) method which achieves minimum variance estimation of the model parameters. The performance of the proposed approach is evaluated in comparison with an existing approach in terms of a simulation example.
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