Instrumental variable scheme for closed-loop LPV model identification

Abstract

Identification of real-world systems is often applied in closed loop due to stability, performance or safety constraints. However, when considering Linear Parameter-Varying (LPV) systems, closed-loop identification is not well-established despite the recent advances in prediction error approaches. Building on the available results, the paper proposes the closed-loop generalization of a recently introduced instrumental variable scheme for the identification of LPV-IO models with a Box–Jenkins type of noise model structures. Estimation under closed-loop conditions with the proposed approach is analyzed from the stochastic point of view and the performance of the method is demonstrated through a representative simulation example.