Performance analysis of two approaches to closed loop system identification via cyclic spectral analysis

Abstract

The problem of closed loop system identification given noisy time-domain input-output measurements is considered. It is assumed that the various disturbances affecting the system are zero-mean stationary whereas the closed loop system operates under an external cyclostationary input which is not measured. Noisy measurements of the (direct) input and output of the plant are assumed to be available. The closed loop system must be stable but it is allowed to be unstable in the open loop. Tontiruttananon and Tugnait (1998) proposed two identification algorithms using cyclic-spectral analysis asymptotic performance analysis of the previously proposed parameter estimators. Computer simulation examples are presented in support of the analysis.