Recursive online IV method for identification of continuous-time slowly time-varying models in closed loop

Abstract Model estimation of industrial processes is often done in closed loop due, for instance, to production constraints or safety reasons. On the other hand, many processes are time-varying because of aging effects or changes in the environmental conditions. In this study, a recursive estimation algorithm for linear, continuous-time, slowly time-varying systems operating in closed loop, is developed. The proposed method consists in coupling linear filter approaches to handle the time-derivative, with closed-loop instrumental variable (IV) techniques to deal with measurement noise. Simulations show the advantages of using this IV-based method.