Closed loop identification of unstable poles and non-minimum phase zeros

Authors:	Mårtensson Jonas, KTH - Department of Signals, Sensors and Systems, Sweden Hjalmarsson Håkan, KTH - Department of Signals, Sensors and Systems, Sweden
Topic:	1.1 Modelling, Identification & Signal Processing
Session:	New Results in Closed-loop Identification
Keywords:	Closed-loop identification, Non-minimum phase systems, Analysis ofvariance.

Abstract

This paper addresses estimation of poles and zeros in closed loopsystems. For many quantities of interest, e.g. frequency functionestimates, overparameterization results in a largeincrease of the variance but this is not the case for estimates ofnon-minimum phase zeros and unstable poles. Variance expressionsthat are asymptotic in model order and sample size are derived andfor some systems it is found that open loop and closed loopexperiments give the same accuracy.