Topics in Control. 4. The Analysis of Closed-Loop Dynamic-Stochastic Systems.

Abstract

Some of the problems involved in the identification, estimation, and diagnostic checking of univariate closed-loop systems are discussed. The procedure used in open-loop operation for identifying the process transfer function by cross-correlating the input and output sequences is shown to be invalid in closed-loop situations because the input and disturbance sequences are correlated. Under pure feedback where the input is calculated completely from the output this cross-correlation procedure is shown to identify not the process transfer function but rather the inverse of the controller transfer function. However, if the controller is known and if one adds an independent noise sequence to the input, then the process transfer function can be identified by cross-correlating this added noise with the output. Once given a particular model its parameters can be estimated from closed-loop data. (Author Modified Abstract)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1972
Accession Number
AD0757511

Entities

People

  • George E. P. Box
  • John F. Macgregor

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Closed Loop Systems
  • Correlation Techniques
  • Cross Correlation
  • Data Science
  • Feedback
  • Identification
  • Information Science
  • Mathematics
  • Sequences
  • Transfer Functions

Readers

  • Approximation Theory.
  • Control Systems Engineering.
  • Theoretical Analysis.