Abstract
In order to study whether the predictive error method can also obtain satisfactory results in the closed-loop system with variable errors, the closed-loop situation is deduced by imitating the predictive error method in the open-loop system. The results show that the prediction error method can be used to identify the classical closed-loop system. When the input and output noise are all white noise with mean 0 and variance 1, the closed-loop system with errors-in-variables can be used to identify the prediction error.
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