Consistency analysis and bias elimination of the Instrumental-Variable-based State Variable Filter method

• In this paper, we analyse the consistency of the Instrumental-Variable-based State Variable Filter (IVSVF) estimator by taking into account the intersample behaviour of the input and output signals. It is found that when only sampled input and output data are available for estimation, the IVSVF estimator is not consistent for any fixed sampling period due to the interpolation error that arises from constructing the filtered output. A Bias-Eliminated IVSVF (BEIVSVF) estimator is then proposed and shown to be consistent. The theoretical results developed in the paper are also discussed from a practical standpoint. Simulations are performed to verify the performance of the proposed method as well as to support the theoretical results.

Subject headings

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

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

NATURVETENSKAP  -- Fysik -- Annan fysik (hsv//swe)

NATURAL SCIENCES  -- Physical Sciences -- Other Physics Topics (hsv//eng)

NATURVETENSKAP  -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences -- Computer Sciences (hsv//eng)

Keyword

Consistency

Continuous -time system

Identification

Instrumental variable method

Publication and Content Type

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