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

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Abstract

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 (WIV) method in both direct and indirect closed-loop system identification are established through constructing an appropriate weighting matrix in the WIV 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 WIV method for the closed-loop system identification can be built. A simulation example is given to validate our theoretical analysis.

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Authors and Affiliations

  1. Department of Electronic Engineering, Beijing Institute of Technology, Beijing, 100081, China

    LiJuan Jia, Ran Tao & Yue Wang

  2. Department of Electrical and Electronic System Engineering, Kyushu University, Fukuoka, 819-0359, Japan

    Kiyoshi Wada

Authors
  1. LiJuan Jia
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  2. Ran Tao
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  3. Yue Wang
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  4. Kiyoshi Wada
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Additional information

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

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Jia, L., Tao, R., Wang, Y. et al. Realizations of BELS as WIV method in both direct and indirect closed-loop system identification. Sci. China Ser. F-Inf. Sci. 52, 712–722 (2009). https://doi.org/10.1007/s11432-009-0049-1

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  • DOI: https://doi.org/10.1007/s11432-009-0049-1

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