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Theses/Dissertations

1995

Mechanical & Aerospace Engineering Theses & Dissertations

Markov parameters

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Closed-Loop Identification Of Unstable Systems In Time And Frequency Domains, Hyun Chang Lee Apr 1995

Closed-Loop Identification Of Unstable Systems In Time And Frequency Domains, Hyun Chang Lee

Mechanical & Aerospace Engineering Theses & Dissertations

This dissertation presents closed-loop identification algorithms of an unstable system in the time and frequency domains. In the time domain, the projection filter, which is a linear transformation which projects (transforms) a finite number of input-output data of a system into its current space, is used to relate the state-space model with a finite difference model. The method developed can take into account the effects of process noise as well as measurement noise and identify open-loop systems with unknown feedback dynamics in the closed-loop operation. Then the recursive relations between Markov parameters and the ARX model are derived to identify …