Enforcing stability through ellipsoidal inner approximations in the indirect approach for continuous-time system identification

• Recently, a new indirect approach method for continuous-time system identification has been proposed that provides complete freedom on the number of poles and zeros of the linear and time-invariant continuous-time model structure. However, this procedure has reliability issues, as it may deliver unstable estimates even if the initialisation model and true system are stable. In this paper, we propose a method to overcome this problem. By generating ellipsoids that contain parameter vectors whose coefficients yield stable polynomials, we introduce a convex constraint in the indirect prediction error method formulation, and show that the proposed method enjoys optimal asymptotic properties while being robust in small and noisy data set scenarios. The effectiveness of the novel method is tested through extensive simulations.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Keyword

System identification

Continuous-time systems

stability

sampled data

Publication and Content Type

ref (subject category)

kon (subject category)