Abstract
This paper provides a closed-loop identification method based on generalized minimum variance (GMV) evaluation in the case where output signals are perturbed by periodic disturbance. The proposed method assumes that disturbance is composed of both deterministic and stochastic parts. A new variance criterion to obtain process parameters and periodic disturbance simultaneously is introduced. By using the periodicity of the disturbance, the computation of the proposed criterion can perform successfully. The paper proves that the optimization of the proposed criterion results in the unique optimal solution which corresponds to the true system parameters and the actual periodic disturbance. The simulation result illustrates the validity of the proposed method.
