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Authors
Young, Peter; Garnier, Hugues; Gilson, Marion

Identifier
10.3182/20090706-3-FR-2004.00191

Index Terms
Continuous Time System Estimation; Closed Loop Identification; Identification for Control

Abstract
The paper describes a simple, two-stage instrumental variable method of closed loop identification and estimation. This can be used with both continuous and discrete-time transfer function models and the enclosed system can be unstable. The paper also shows briefly how a third stage of estimation can be added that induces statistical efficiency when the enclosed system is stable.

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