CLOSED LOOP IDENTIFICATION OF UNSTABLE POLES AND NON-MINIMUM PHASE ZEROS

This paper addresses estimation of poles and zeros in closed loop systems. For many quantities of interest, e.g. frequency function estimates, overparameterization results in a large increase of the variance but this is not the case for estimates of non-minimum phase zeros and unstable poles. Variance expressions that are asymptotic in model order and sample size are derived and for some systems it is found that open loop and closed loop experiments give the same accuracy.