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Consistent identification of continuous-time systems under multisine input signal excitation
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-5106-2784
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-0355-2663
Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia..
Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia..
2021 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 133, article id 109859Article in journal (Refereed) Published
Abstract [en]

For many years, the Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC) has been widely used for identification. The intersample behaviour of the input plays an important role in this method, and it has been shown recently that the SRIVC estimator is not consistent if an incorrect assumption on the intersample behaviour is considered. In this paper, we present an extension of the SRIVC algorithm that is able to deal with continuous-time multisine signals, which cannot be interpolated exactly through hold reconstructions. The proposed estimator is generically consistent for any input reconstructed through zero or first-order-hold devices, and we show that it is generically consistent for continuous-time multisine inputs as well. The statistical performance of the proposed estimator is compared to the standard SRIVC estimator through extensive simulations.

Place, publisher, year, edition, pages
Elsevier BV , 2021. Vol. 133, article id 109859
Keywords [en]
System identification, Continuous-time systems, Instrumental variable method, Consistency
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-303761DOI: 10.1016/j.automatica.2021.109859ISI: 000702835200019Scopus ID: 2-s2.0-85112525989OAI: oai:DiVA.org:kth-303761DiVA, id: diva2:1606700
Note

QC 20211028

Available from: 2021-10-28 Created: 2021-10-28 Last updated: 2022-12-12Bibliographically approved

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González, Rodrigo A.Rojas, Cristian R.

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