Abstract
System identification deals with the problem of building the mathematical models of dynamical systems according to the input and output data. The open-loop system identification (Observer/Kalman Filter SystemIdentification, OKID) for stable systems without requiring feedback control is introduced first. For identifying marginally stable or unstable system, however, feedback control is required to ensure the overall system stability. The algorithm of closed-loop system identification (CLID) with known feedback dynamics is shown next.
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