System identification from closed-loop data with known output feedback dynamics

This paper presents a procedure to identify the open loop systems when it is operating under closed loop conditions. First, closed loop excitation data are used to compute the system open loop and closed loop Markov parameters. The Markov parameters, which are the pulse response samples, are then used to compute a state space representation of the open loop system. Two closed loop configurations are considered in this paper. The closed loop system can have either a linear output feedback controller or a dynamic output feedback controller. Numerical examples are provided to illustrate the proposed closed loop identification method.