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Consistency analysis of the Simplified Refined Instrumental Variable method for Continuous-time systems
Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia..
KTH, Skolan för elektroteknik och datavetenskap (EECS), Intelligenta system, Reglerteknik.ORCID-id: 0000-0002-5106-2784
Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia..
KTH, Skolan för elektroteknik och datavetenskap (EECS), Intelligenta system, Reglerteknik.ORCID-id: 0000-0003-0355-2663
2020 (engelsk)Inngår i: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 113, artikkel-id 108767Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

In this paper, we analyse the consistency of the Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC). It is well known that the intersample behaviour of the input signal influences the quality and accuracy of the results when estimating and simulating continuous-time models. Here, we present a comprehensive analysis on the consistency of the SRIVC estimator while taking into account the intersample behaviour of the input signal. The main result of the paper shows that, under some mild conditions, the SRIVC estimator is generically consistent. We also describe some conditions when consistency is not achieved, which is important from a practical standpoint. The theoretical results are supported by simulation examples.

sted, utgiver, år, opplag, sider
Elsevier, 2020. Vol. 113, artikkel-id 108767
Emneord [en]
Consistency, Continuous-time systems, Identification, Instrumental variable method
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URN: urn:nbn:se:kth:diva-271517DOI: 10.1016/j.automatica.2019.108767ISI: 000514216600002Scopus ID: 2-s2.0-85076691878OAI: oai:DiVA.org:kth-271517DiVA, id: diva2:1426698
Merknad

Correction in DOI 10.1016/j.automatica.2021.109946

QC 20200427

Tilgjengelig fra: 2020-04-27 Laget: 2020-04-27 Sist oppdatert: 2024-03-15bibliografisk kontrollert

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Gonzalez, Rodrigo A.Rojas, Cristian R.

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