Choosing between open- and closed-loop experiments in linear system identification

Juan C. Agüero, Graham C. Goodwin

Research output: Contribution to journalArticle

36 Citations (Scopus)

Abstract

This correspondence shows that open-loop experiments are optimal for a broad class of systems when the system input is constrained. In addition, we show that, for a general class of systems, when the output power is constrained, closed-loop experiments are optimal. Both results use a strong notion of optimality and use expressions for estimation accuracy which are nonasymptotic in model order but asymptotic in data length. © 2007 IEEE.
Original languageEnglish
Pages (from-to)1475-1480
Number of pages6
JournalIEEE Transactions on Automatic Control
DOIs
Publication statusPublished - 1 Aug 2007
Externally publishedYes

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