Factorizations that Relax the Positive Real Condition in Continuous-time ELS Schemes
1990 (English)In: Proceedings of the 11th IFAC World Congress, 1990, 209-214 p.Conference paper (Refereed)
This paper proposes Extended Least Squares (ELS) schemes for ARMAX model identification of continuous-time systems. The schemes have a relaxed Strictly Positive Real (SPR) condition for global convergence. The relaxed SPR scheme is achieved by introducing overparametrisation and prefiltering but without introducing ill-conditioning. The schemes presented are the first such proposed for continuous-time systems. The concepts developed here carry through to output-error, fast-sampled continuous-time systems and associated discrete-time ELS algorithms. We also state conditions for the persistence of excitation (P.E.) of the regression vectors in the proposed ELS schemes to assure strong consistency and obtain convergence rates.
Place, publisher, year, edition, pages
1990. 209-214 p.
Extended least squares, Identification, Strictly positive real, Persistent excitation, Overparametrisation
IdentifiersURN: urn:nbn:se:liu:diva-91634OAI: oai:DiVA.org:liu-91634DiVA: diva2:626054
11th IFAC World Congress, Tallin, Estonia, August, 1990