Factorizations that relax the positive real condition in continuous-time ELS schemes
1991 (English)In: Proceedings of the 11th Triennial World Congress of the International Federation of Automatic Control / [ed] Jaaksoo U., Utkin V.I., 1991, Vol. 2, no Elmsford, NY, United States, 155-160 p.Conference paper (Refereed)
This paper proposes Extended Least Squares (ELS) schemes for ARMAX model identification of continuous-time systems. The schemes have a relaxed Strictly Positive Real (SPR) condition for global convergence. The relaxed SPR scheme is achieved by introducing overparametrisation and prefiltering but without introducing ill-conditioning. The schemes presented are the first such proposed for continuous-time systems. The concepts developed here carry through to output-error, fast-sampled continuous-time systems and associated discrete-time ELS algorithms. We also state conditions for the persistence of excitation (P.E.) of the regression vectors in the proposed ELS schemes to assure strong consistency and obtain convergence rates.
Place, publisher, year, edition, pages
1991. Vol. 2, no Elmsford, NY, United States, 155-160 p.
Mathematical Techniques--Least Squares Approximations, Statistical Methods--Regression Analysis, Continuous Time Schemes, Factorizations, Control Systems
IdentifiersURN: urn:nbn:se:kth:diva-55439OAI: oai:DiVA.org:kth-55439DiVA: diva2:471584
11th Triennial World Congress of the International Federation of Automatic Control. Tallinn, USSR. 13 August 1990 - 17 August 1990
QC 20120104. Sponsors: IFAC; Int Assoc for Mathematics & Computer Simulation; IFIP; Int Federation of Operational Research Soc; Int Measurement Confederation NR 201408052012-01-022012-01-022013-09-05Bibliographically approved