Identification of continuous-time models with slowly time-varying parameters

Padilla, A. and Garnier, H. and Young, P.C. and Chen, F. and Yuz, J.I. (2019) Identification of continuous-time models with slowly time-varying parameters. Control Engineering Practice, 93: 104165. ISSN 0967-0661

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Abstract

The off-line estimation of the parameters of continuous-time, linear, time-invariant transfer function models can be achieved straightforwardly using linear prefilters on the measured input and output of the system. The on-line estimation of continuous-time models with time-varying parameters is less straightforward because it requires the updating of the continuous-time prefilter parameters. This paper shows how such on-line estimation is possible by using recursive instrumental variable approaches. The proposed methods are presented in detail and also evaluated on a numerical example using both single experiment and Monte Carlo simulation analysis. In addition, the proposed recursive algorithms are tested using data from two real-life systems.

Item Type:

Journal Article

Journal or Publication Title:

Control Engineering Practice

Additional Information:

This is the author’s version of a work that was accepted for publication in Control Engineering Practice. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Control Engineering Practice, 93, 2019 DOI: 10.1016/j.conengprac.2019.104165

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2604

Subjects:

?? continuous-time model identificationinstrumental variable methodlinear filter methodslinear time-varying systemrecursive methodscontinuous time systemsintelligent systemsmonte carlo methodsnumerical methodstime varying control systemscontinuous time model ??

Departments:

Faculty of Science and Technology > Lancaster Environment Centre

ID Code:

138026

Deposited By:

ep_importer_pure

Deposited On:

06 Nov 2019 09:20

Refereed?:

Yes

Published?:

Published