Convergence analysis of refined instrumental variable method for continuous-time system identification

被引：27

作者：

Liu, X. ^{[1
]}

Wang, J. ^{[1
]}

Zheng, W. X. ^{[2
]}

机构：

[1] Peking Univ, Coll Engn, Beijing 100871, Peoples R China

[2] Univ Western Sydney, Sch Comp & Math, Penrith, NSW 2751, Australia

来源：

IET CONTROL THEORY AND APPLICATIONS | 2011年 / 5卷 / 07期

基金：

澳大利亚研究理事会; 中国国家自然科学基金;

关键词：

SERIES ANALYSIS; MODELS;

D O I：

10.1049/iet-cta.2010.0211

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The refined instrumental variable method for continuous-time systems, abbreviated as the RIVC method, has been well accepted and used successfully for years in many disciplines. This study fills up a theoretical gap by proving the convergence property of the RIVC method: under some mild assumptions, the estimate from the RIVC method locally converges in one iteration to the true parameter in the asymptotic case. A numerical example is presented to demonstrate the convergence property of the RIVC method.

引用

页码：868 / 877

页数：10

共 38 条

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