BCLS Method for Stationary Systems in Closed Loop Environment

This paper proposes a bias-compensated least squares (BCLS) method in closed loop environment where the noise is assumed to be stationary. The feedback controller is assumed to be linear, time-invariant, and discrete-time, and the feedback system is assumed to be asymptotically stable. The convergence of the proposed algorithm is analyzed and it is shown that a kind of persistent excitation (PE) condition on the reference input is necessary.