Convergence analysis of refined instrumental variable method for continuous-time system identification

• DOI: 10.1049/iet-cta.2010.0211
• Publication Date: 2011-05-09T22:48:03Z
• Authors: X. Liu; J. Wang; W.X. Zheng
• Keywords: Instrumental variable; Identification

The refined instrumental variable method for continuous-time systems, abbreviated as the RIVC method, has been well accepted and used successfully years in many disciplines. This study fills up a theoretical gap by proving convergence property of method: under some mild assumptions, estimate from locally converges one iteration to true parameter asymptotic case. A numerical example is presented demonstrate method.