EIV methods for system identification with fractional models

作者: Manel Chetoui , Rachid Malti , Magalie Thomassin , Mohamed Aoun , Slaheddine Najar

DOI: 10.3182/20120711-3-BE-2027.00270

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摘要: This paper deals with continuous-time system identification fractional models in Errors-In-Variables context. Two estimators based on Higher-Order Statistics (third-order cumulants) are proposed. A State Variable Filter approach is extended to orders compute derivatives of third-order cumulants estimates. The performance the proposed algorithms illustrated a numerical example. Firstly, differentiation fixed and differential equation coefficients estimated. consistency evaluated through study tuning parameter Monte Carlo simulations. Then, commensurate order optimized along coefficients.

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