Affiliations: Department of Automation, Technical University of Varna, Technical University of Varna, Studentska 1, 9010 Varna, Bulgaria, e-mail: [email protected] | Department of Automatics, Technical University of Sofia, Kliment Ohridski 8, 1000 Sofia, Bulgaria, e-mail: [email protected]
Abstract: The instrumental variable (IV) method is one of the most renowned methods for parameter estimation. Its bigger advantage is that it is applicable for open-loop as well as for closed-loop systems. The main difficulty in closed-loop identification is due to the correlation between the disturbances and the control signal induced by the loop. In order to overcome this problem, additional excitation signal is introduced. Non-recursive modifications of the instrumental variable method for closed-loop system identification on the base of a generalized IV method have been developed (Atanasov and Ichtev, 2009; Gilson and Van den Hof, 2001; Gilson and Van den Hof, 2003). In this paper, recursive algorithms for theses modifications are proposed and investigated. A simulation is carried out in order to illustrate the obtained results.
