Ensuring stability in continuous time system identification instrumental variable method for over-parameterized models

Title: Ensuring stability in continuous time system identification instrumental variable method for over-parameterized models
Creator: Ha, Huong; Welsh, James S.
Relation: 53rd Institute of Electrical and Electronics Engineers (IEEE) Conference on Decision and Control. Proceedings of the 53rd Institute of Electrical and Electronics Engineers (IEEE) Conference on Decision and Control (Los Angeles, CA 15-17 December, 2014 ) p. 2597-2602
Publisher Link: http://dx.doi.org/10.1109/CDC.2014.7039786
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2014
Description: The aim of this paper is to develop constraints to ensure stability of the model in the continuous time, simplified refined instrumental variable system identification algorithm (SRIVC) for over-parameterized models. Specifically, a convex stability domain in the space of polynomial coefficients will be generated and the system parameters will be estimated within this domain. It is found that the model fit obtained using the proposed method offers an improvement to the typical SRIVC method. A Monte Carlo simulation is presented to illustrate the performance of the proposed approach.
Subject: continuous time identification; instrumental variable methods; least squares
Identifier: http://hdl.handle.net/1959.13/1342581
Identifier: uon:28985
Identifier: ISSN:0191-2216
Language: eng
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