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.
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