ANALYSIS AND PAEAMETER ESTIMATION OF LINEAR CONTINUOUS STSTEMS USING LINEAR INTEGRAL FILLTER

The problem of applying the linear integral filter in analysis and parameter estimation of linear continuous systems is discussed. A discrete-time model, which is equivalent to that obtained using the bilinear z transformation, is derived and employed to predict system output. It is shown that the output error can be controlled through the sampling interval. In order to obtain unbiased estimates, an instrumental variable (IV) method is proposed, where the instrumental variables are constituted using adaptive filtering. Some problems on implementation of the recursive IV algorithm are discussed. Both theoretical analysis and simulation study are given to illustrate the proposed methods.