An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems

Authors:
Cristian R. Rojas;Håkan Hjalmarsson;László Gerencsér;Jonas Mårtensson
Affiliations:
ACCESS Linnaeus Centre, School of Electrical Engineering, KTH-Royal Institute of Technology, S-100 44 Stockholm, Sweden;ACCESS Linnaeus Centre, School of Electrical Engineering, KTH-Royal Institute of Technology, S-100 44 Stockholm, Sweden;Computer and Automation Institute of the Hungarian Academy of Sciences, (MTA SZTAKI), POB 63, H-1518 Budapest, Hungary;ACCESS Linnaeus Centre, School of Electrical Engineering, KTH-Royal Institute of Technology, S-100 44 Stockholm, Sweden
Venue:
Automatica (Journal of IFAC)
Year:
2011

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Abstract

An adaptive algorithm, consisting of a recursive estimator for a finite impulse response model having two non-zero lags only, and an adaptive input are presented. The model is parametrized in terms of the first impulse response coefficient and the model zero. For linear time-invariant single-input single-output systems with real rational transfer functions possessing at least one real-valued non-minimum phase zero of multiplicity one, it is shown that the model zero converges to such a zero of the true system. In the case of multiple non-minimum phase zeros, the algorithm can be tailored to converge to a particular zero. The result is shown to hold for systems and noise spectra of arbitrary degree. The algorithm requires prior knowledge of the sign of the high frequency gain of the system as well as an interval to which the non-minimum phase zero of interest belongs.