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：
中国国家自然科学基金; 澳大利亚研究理事会;
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
收藏
页码：868 / 877
页数：10
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