Consistency analysis of the Simplified Refined Instrumental Variable method for Continuous-time systems

被引：33
作者：
Pan, Siqi [1 ]
Gonzalez, Rodrigo A. [2 ]
Welsh, James S. [1 ]
Rojas, Cristian R. [2 ]
机构：
[1] Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia
[2] KTH Royal Inst Technol, Sch Elect Engn & Comp Sci, Div Decis & Control Syst, S-10044 Stockholm, Sweden
来源：
AUTOMATICA | 2020年 / 113卷
基金：
瑞典研究理事会;
关键词：
Consistency; Continuous-time systems; Identification; Instrumental variable method; CONVERGENCE ANALYSIS; IDENTIFICATION; MODELS;
D O I：
10.1016/j.automatica.2019.108767
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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. (C) 2019 Elsevier Ltd. All rights reserved.
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页数：10
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