- Title
- Identification of continuous-time errors-in-variables models
- Creator
- Mahata, Kaushik; Garnier, Hugues
- Relation
- Automatica Vol. 42, Issue 9, p. 1477-1490
- Publisher Link
- http://dx.doi.org/10.1016/j.automatica.2006.04.012
- Publisher
- Elsevier
- Resource Type
- journal article
- Date
- 2006
- Description
- 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 the state-variable filter outputs are analyzed. Subsequently, a few algorithms to obtain consistent continuous-time parameter estimates in the errors-in-variables framework are derived. It is also possible to design search-free algorithms within our framework. The algorithms can be used for non-uniformly sampled data. The asymptotic distributions of the estimates are derived. The performances of the proposed algorithms are illustrated with some numerical simulation examples.
- Subject
- errors-in-variables; system identification; continuous-time models; linear estimation
- Identifier
- http://hdl.handle.net/1959.13/26798
- Identifier
- uon:1135
- Identifier
- ISSN:0005-1098
- Language
- eng
- Reviewed
- Hits: 1644
- Visitors: 1847
- Downloads: 0
Thumbnail | File | Description | Size | Format |
---|