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On the Relation Between Discrete and Continuous-Time Refined Instrumental Variable Methods

González, Rodrigo A. (author)
Eindhoven Univ Technol, Control Syst Technol Res Sect, NL-5612 AZ Eindhoven, Netherlands.
Rojas, Cristian R., 1980- (author)
KTH,Reglerteknik
Pan, Siqi (author)
Univ Newcastle, Sch Engn, Callaghan, NSW 2308, Australia.
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Welsh, James S. (author)
Univ Newcastle, Sch Engn, Callaghan, NSW 2308, Australia.
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Eindhoven Univ Technol, Control Syst Technol Res Sect, NL-5612 AZ Eindhoven, Netherlands Reglerteknik (creator_code:org_t)
Institute of Electrical and Electronics Engineers (IEEE), 2023
2023
English.
In: IEEE Control Systems Letters. - : Institute of Electrical and Electronics Engineers (IEEE). - 2475-1456. ; 7, s. 2233-2238
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • The Refined Instrumental Variable method for discrete-time systems (RIV) and its variant for continuous-time systems (RIVC) are popular methods for the identification of linear systems in open-loop. The continuous-time equivalent of the transfer function estimate given by the RIV method is commonly used as an initialization point for the RIVC estimator. In this letter, we prove that these estimators share the same converging points for finite sample size when the continuous-time model has relative degree zero or one. This relation does not hold for higher relative degrees. Then, we propose a modification of the RIV method whose continuous-time equivalent is equal to the RIVC estimator for any non-negative relative degree. The implications of the theoretical results are illustrated via a simulation example.

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

Instruments
System identification
Computed tomography
Transfer functions
Optimization
Linear systems
Mathematical models
Identification
refined instrumental variables
parsimony

Publication and Content Type

ref (subject category)
art (subject category)

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