Identification of continuous-time models with slowly time-varying parameters |
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Affiliation: | 1. School of Electrical and Automatic Engineering, Changshu Institute of Technology, Hushan Road No. 99, Changshu 215500, China;2. Food Safety Research Base of Jiangsu Province, School of Business, Jiangnan University, Wuxi 214122, China |
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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. |
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Keywords: | Recursive methods Continuous-time model identification Instrumental variable method Linear time-varying system Linear filter methods |
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