- Title
- Consistency analysis of refined instrumental variable methods for continuous-time system identification in closed-loop
- Creator
- González, Rodrigo A.; Pan, Siqi; Rojas, Cristian R.; Welsh, James S.
- Relation
- Automatica Vol. 166, Issue August 2024, no. 111697
- Publisher Link
- http://dx.doi.org/10.1016/j.automatica.2024.111697
- Publisher
- Elsevier
- Resource Type
- journal article
- Date
- 2024
- Description
- 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
- closed-loop system identification; continuous-time systems; instrumental variables; consistency
- Identifier
- http://hdl.handle.net/1959.13/1503853
- Identifier
- uon:55414
- Identifier
- ISSN:0005-1098
- Rights
- x
- Language
- eng
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