Joint input–output identification of unstable systems with kernel regularization

This paper discusses closed-loop identification of unstable systems. In particular, we first apply the joint input–output identification method and then convert the identification problem of unstable systems into that of stable systems, which can be tackled by using kernel-based regularization methods. We propose to identify two transfer functions by kernel regularization, the one from the reference signal to the input, and the one from the reference signal to the output. Since these transfer functions are stable, kernel regularization methods can construct their accurate models. Then the model of unstable system is constructed by ratio of these functions. The effectiveness of the proposed method is demonstrated by a numerical example and a practical experiment with a DC motor.