Identification of a class of unstable processes

Identification of a practical process, especially if unstable, is challenging as its model is generally stochastic and nonlinear. In this work we consider a class of unstable processes where the model is identified in a closed-loop operating regime. Important issues in identification are addressed, namely: identification scheme, the closed loop identification of unstable plants, choice of sampling period, and constraints on the estimated model parameters. Further the structure of the identified model may not be identical to that of the physical system due to noise artifacts, and inability to capture faster dynamics. Generally least-squares identification is employed to estimate the parameters of the system wherein all the coefficients of numerator and the denominator coefficients of system transfer function are estimated. In many practical system there are constraints on the model parameters. The identified coefficients using the conventional scheme may not obey the constraint. In this work a novel constrained least-squares identification scheme is proposed where in a priori known structural constraint is factored in parameter estimation. This scheme is evaluated on a physical magnetic levitation system.