Set Point and Identifiability in the Closed Loop with Minimum Variance Controller

Abstract

The meaning of nonzero set point for identifiability of the ARMAX model parameters in the closed loop system with minimum variance controller is noticed and discussed. It is noticed, that in the case of zero set point and ARMAX model resulting from discretization of a continuous-time plant the model parameters can not be identified in the closed loop system with minimum variance controller. It is also noticed that in the case of nonzero set point or of existence of a delay in the plant the identifiability conditions of the parameters can be fulfilled for sufficiently reach exciting noise.