Ensuring stability in continuous time system identification instrumental variable method for over-parameterized models

The aim of this paper is to develop constraints to ensure stability of the model in the continuous time, simplified refined instrumental variable system identification algorithm (SRIVC) for over-parameterized models. Specifically, a convex stability domain in the space of polynomial coefficients will be generated and the system parameters will be estimated within this domain. It is found that the model fit obtained using the proposed method offers an improvement to the typical SRIVC method. A Monte Carlo simulation is presented to illustrate the performance of the proposed approach.