3 research outputs found
Consistency Analysis of the Simplified Refined Instrumental Variable Method for Continuous-time Systems
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
Consistency Analysis of the Closed-loop SRIVC Estimator
The Consistency of the Closed-Loop Simplified Refined Instrumental Variable
method for Continuous-time system (CLSRIVC) is analysed based on sampled data.
It is proven that the CLSRIVC estimator is not consistent when a
continuous-time controller is used in the closed-loop
Consistent identification of continuous-time systems under multisine input signal excitation
For many years, the Simplified Refined Instrumental Variable method for
Continuous-time systems (SRIVC) has been widely used for identification. The
intersample behaviour of the input plays an important role in this method, and
it has been shown recently that the SRIVC estimator is not consistent if an
incorrect assumption on the intersample behaviour is considered. In this paper,
we present an extension of the SRIVC algorithm that is able to deal with
continuous-time multisine signals, which cannot be interpolated exactly through
hold reconstructions. The proposed estimator is generically consistent for any
input reconstructed through zero or first-order-hold devices, and we show that
it is generically consistent for continuous-time multisine inputs as well. The
statistical performance of the proposed estimator is compared to the standard
SRIVC estimator through extensive simulations.Comment: 12 pages, 3 figure