Journal ArticleDOI
Discussion of: Parameter Estimation With Closed-Loop Operating Data
Reads0
Chats0
TLDR
The development of a necessary and sufficient condition for obtaining unique estimates for the parameters of a general dynamic-stochastic model using data taken from a process that was operating under MMSE (minimum mean square error) control is developed.Abstract:
control methods are to be applied successfully. However, major improvements in the performance of standard PID (proportional-integral-derivative) controllers can be obtained by the use of closed-loop (or open-loop) identification and parameter estimation for tuning the controller. Closed-loop rather than open-loop identification and parameter estimation discussed by Box and M\acGregor and others appears to be the most fruitful approach to practical on-line implementation for use in adaptive control. 2. CONTRIBUTIONS OF BOX-MACGREGOR PAPER The most important contribution of this paper is the development of a necessary and sufficient condition for obtaining unique estimates for the parameters of a general dynamic-stochastic model using data taken from a process that was operating under MMSE (minimum mean square error) control. They illustrate by way of examples the effect of a dither signal on the process input, and process time delay on parameter estimation under MMSE optimal and suboptimal feedback control. This is compared with parameter estimation under pure feedback control.read more
References
More filters
Book
Time series analysis, forecasting and control
TL;DR: In this article, a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970 is presented, focusing on practical techniques throughout, rather than a rigorous mathematical treatment of the subject.
Journal ArticleDOI
Time Series Analysis Forecasting and Control
TL;DR: This revision of a classic, seminal, and authoritative book explores the building of stochastic models for time series and their use in important areas of application forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Journal ArticleDOI
Time Series Analysis: Forecasting and Control
TL;DR: Time Series Analysis and Forecasting: principles and practice as mentioned in this paper The Oxford Handbook of Quantitative Methods, Vol. 3, No. 2: Statistical AnalysisTime-Series ForecastingPractical Time-Series AnalysisApplied Bayesian Forecasting and Time Series AnalysisSAS for Forecasting Time SeriesApplied Time Series analysisTime Series analysisElements of Nonlinear Time Series analyses and forecastingTime series analysis and forecasting by Example.
Journal ArticleDOI
On self tuning regulators
TL;DR: In this paper, the problem of controlling a system with constant but unknown parameters is considered and an algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analyzed.
Journal ArticleDOI
Dual effect, certainty equivalence, and separation in stochastic control
Yaakov Bar-Shalom,Edison Tse +1 more
TL;DR: In this paper, the difference between the feedback and closed-loop policies is discussed, and it is shown how the closed loop policy has the important property that it can be actively adaptive, while the feedback policy can only be passively adaptive.
Related Papers (5)
Adaptive control of piecewise linear systems with output feedback for output tracking
Qian Sang,Gang Tao +1 more