International Journal of Control, Vol.73, No.1, 38-48, 2000
A bias-eliminated least-squares method for continuous-time model identification of closed-loop systems
Schemes for system identification based on closed-loop experiments have attracted considerable interest lately. However, most of the existing approaches have been developed for discrete-time models. In this paper, the problem of continuous-time model identification is considered. A bias correction method without noise modelling associated with the Poisson moment functionals approach is presented for indirect identification of closed-loop systems. To illustrate the performances of the proposed method, the bias-eliminated least-squares algorithm is applied to the parameter estimation of a simulated system via Monte Carlo simulations.