Linear system identification subject to colored noises in a networked environment

This paper is a continuing study of our recent work (Wang, Zheng and Chen, 2009) on the identification of linear time-invariant systems working in a networked environment. The identification problem is formulated under the configuration of event-driven actuators subject to random network-induced delays and packet dropouts; the associated networked identification problem is to identify continuous-time linear time-invariant models, based on the general non-uniformly non-synchronized sampled data. This paper proposes a modified version of the refined instrumental variable (RIVC) method that can efficiently deal with colored process noises. The convergence proof of the modified RIVC method is provided to fill up a gap in theory. Simulation examples are presented to illustrate the effectiveness and convergence of the proposed method.