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Consistency analysis of refined instrumental variable methods for continuous-time system identification in closed-loop

González, Rodrigo A. (author)
Control Systems Technology Section, Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands.
Pan, Siqi (author)
School of Engineering, University of Newcastle, Callaghan, 2308 NSW, Australia
Rojas, Cristian R., 1980- (author)
KTH,Reglerteknik
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Welsh, James S. (author)
School of Engineering, University of Newcastle, Callaghan, 2308 NSW, Australia
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Control Systems Technology Section, Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands School of Engineering, University of Newcastle, Callaghan, 2308 NSW, Australia (creator_code:org_t)
Elsevier BV, 2024
2024
English.
In: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 166
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • Refined instrumental variable methods have been broadly used for identification of continuous-time systems in both open and closed-loop settings. However, the theoretical properties of these methods are still yet to be fully understood when operating in closed-loop. In this paper, we address the consistency of the simplified refined instrumental variable method for continuous-time systems (SRIVC) and its closed-loop variant CLSRIVC when they are applied on data that is generated from a feedback loop. In particular, we consider feedback loops consisting of continuous-time controllers, as well as the discrete-time control case. This paper proves that the SRIVC and CLSRIVC estimators are not generically consistent when there is a continuous-time controller in the loop, and that generic consistency can be achieved when the controller is implemented in discrete-time. Numerical simulations are presented to support the theoretical results.

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

Closed-loop system identification
Consistency
Continuous-time systems
Instrumental variables

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art (subject category)

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Welsh, James S.
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Automatica
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Royal Institute of Technology

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