The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered. A special reparameterized optimal predictor for the closed-loop is introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable in a deterministic environment and gives asymptotically unbiased parameters estimates under richness conditions.
Annalisa Buffa, Denise Grappein, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon
Auke Ijspeert, Alexandre Massoud Alahi, Lixuan Tang, Anastasia Bolotnikova, Chuanfang Ning, George Adaimi