Identification of continuous-time errors-in-variables models

作者: Kaushik Mahata , Hugues Garnier

DOI: 10.1016/J.AUTOMATICA.2006.04.012

关键词:

摘要: A novel direct approach for identifying continuous-time linear dynamic errors-in-variables models is presented in this paper. The effects of the noise on state-variable filter outputs are analyzed. Subsequently, a few algorithms to obtain consistent parameter estimates framework derived. It also possible design search-free within our framework. can be used non-uniformly sampled data. asymptotic distributions performances proposed illustrated with some numerical simulation examples.

参考文章(42)
H Gamier, GC Goodwill, JS Welsh, None, A Time-Domain Approach to Continuous-Time Model Identification of Highly-Resonant Wide-Band Systems IFAC Proceedings Volumes. ,vol. 37, pp. 441- 446 ,(2004) , 10.1016/S1474-6670(17)31144-8
H. hamme, R. Pintelon, J. Schoukens, Discrete-time modeling and identification of continuous-time systems: a general framework Springer, Dordrecht. pp. 17- 77 ,(1991) , 10.1007/978-94-011-3558-0_2
Lennart Ljung, Some Limit Results for Functionals of Stochastic Processes Linköping University. ,(1977)
H. Unbehauen, G. P. Rao, Identification of continuous systems ,(1987)
P. G. Stoica, Randolph L. Moses, Introduction to spectral analysis ,(1997)
Rik Pintelon, Joannes Schoukens, System Identification: A Frequency Domain Approach ,(2003)
G. P. Rao, Naresh K. Sinha, Identification of Continuous-Time Systems: Methodology and Computer Implementation Kluwer Academic Publishers. ,(1991)
Kai Lai Chung, A Course in Probability Theory ,(1949)
I. Markovsky, J.C. Willems, B. De Moor, Continuous-time errors-in-variables filtering conference on decision and control. ,vol. 3, pp. 2576- 2581 ,(2002) , 10.1109/CDC.2002.1184226