ML identification of closed-loop systems in a specified frequency band

Authors:	Pintelon Rik, Vrije Universiteit Brussel, Belgium Schoukens Johan, Vrije Universiteit Brussel, Belgium
Topic:	1.1 Modelling, Identification & Signal Processing
Session:	Frequency Domain Estimation Methods
Keywords:	system identification, frequency-domain method, closed loop, parameter estimation, noise characterization

Abstract

In classical time domain Box-Jenkins identification discrete-time plant and noise models are estimated using sampled input/output signals. The frequency content of the input/output samples covers uniformly the whole unit circle in a natural way, even in case of prefiltering. In Ljung (1999) the time domain Box-Jenkins framework has been extended to frequency domain data captured in open loop on arbitrary frequency grids. In this paper we handle the closed loop case. Contrary to the classical time domain case it is shown that the controller should be either known or estimated.