Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method

Title: Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method
Creator: Pan, Siqi; Welsh, James S.; González, Rodrigo A.; Rojas, Cristian R.
Relation: Automatica Vol. 144, no. 110511
Publisher Link: http://dx.doi.org/10.1016/j.automatica.2022.110511
Publisher: Elsevier
Resource Type: journal article
Date: 2022
Description: In this paper, we analyse the consistency of the Instrumental-Variable-based State Variable Filter (IVSVF) estimator by taking into account the intersample behaviour of the input and output signals. It is found that when only sampled input and output data are available for estimation, the IVSVF estimator is not consistent for any fixed sampling period due to the interpolation error that arises from constructing the filtered output. A Bias-Eliminated IVSVF (BEIVSVF) estimator is then proposed and shown to be consistent. The theoretical results developed in the paper are also discussed from a practical standpoint. Simulations are performed to verify the performance of the proposed method as well as to support the theoretical results.
Subject: consistency; continuous-time system; identification; instrumental variable method
Identifier: http://hdl.handle.net/1959.13/1448286
Identifier: uon:43367
Identifier: ISSN:0005-1098
Language: eng
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