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abstract: 'For many years, the Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC) has been widely used for identification. The intersample behaviour of the input plays an important role in this method, and it has been shown recently that the SRIVC estimator is not consistent if an incorrect assumption on the intersample behaviour is considered. In this paper, we present an extension of the SRIVC algorithm that is able to deal with input signals that cannot be interpolated exactly through hold reconstructions. The proposed estimator is generically consistent for any input reconstructed through zero or first-order-hold devices, and we show that it is generically consistent for continuous-time multisine inputs as well. The statistical performance of the proposed estimator is compared to the standard SRIVC estimator through extensive simulations.'
address:
- 'Division of Decision and Control Systems, KTH Royal Institute of Technology, 10044 Stockholm, Sweden'
- 'School of Electrical Engineering and Computing, University of Newcastle, Callaghan, 2308 NSW, Australia'
author:
- 'Rodrigo A. González'
- 'Cristian R. Rojas'
- Siqi Pan
- 'James S. Welsh'
bibliography:
- 'References.bib'
title: 'Consistent identification of continuous-time systems under multisine input signal excitation'
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System identification; Continuous-time systems; Instrumental variable 