A Comparison of Two Identification Methods for Closed Loop Systems

Abstract

In this paper, we analyze two closed loop identification methods by simulation studies. The one is the two-stage prediction error method based on the least-squares estimate. The other is a subspace identification method based on the orthogonal decomposition. The bootstrap method is applied to estimate the standard error of identified models. Simulation results are also included to show that the accurate estimates of standard deviation of the estimated frequency responses are obtained.