CLOSED-LOOP IDENTIFICATION THE ROLE OF THE NOISE MODEL AND PREFILTERS 闭环系统辨识论文.pdfVIP

J. Proc. ControlVol. 5, No. 3, pp. 163 171, 1995 Copyright ~: 1995 Elsevier Science Ltd Printed in Great Britain. All rights reserved 0959-1524/95 $10.00 + 0.00 Closed-loop identification: the role of the noise model and prefilters J. F. MacGregor* and D. T. Fogal Department of Chemical Engineering, McMaster University, Hamilton, Ontario, L8S 4L7, Canada Received 20 December 1993;revised 22August 1994 The main closed-loop identifiability results for linear SISO systems are reviewed and illustrated with examples. A frequency domain expression for the asymptotic prediction error sum of squares is used to reinterpret some of these results, and to analyse the role of the noise model and data prefilters on the iden- tifiability of the process dynamic model. Unlike the case of open-loop identification it is shown that in closed-loop identification the process model can only be identified if the correct noise model or prefilter is also identified. The process model biases that result from the specification of incorrect noise models are illustrated by simulation examples and explained using the asymptotic theory. The effect of operator inter- vention