Estimation of Plant Dynamics from Closed Loop Data

This paper will survey recent work on the estimation of plant dynamics using data collected under closed loop conditions. This problem is of practical importance since it is often not feasible to operate a plant in open loop. Feedback may be required to ensure stability or to maintain acceptable product quality. It will be shown that the presence of feedback can lead to ambiguities in the estimation of open loop models from closed loop data. It will also be shown that these ambiguities can be avoided provided the feedback system satisfies certain structural constraints. Examples illustrating various aspects of closed loop estimation will be presented.