Continuous-time system identification using indirect inference

Title: Continuous-time system identification using indirect inference
Creator: Welsh, James; Aguero, Juan C.; Alamir, Mazen
Relation: 15th IFAC Symposium on System Identification. Proceedings of the 15th IFAC Symposium on System Identification (Saint-Malo, France 6-8 July, 2009) p. 1169-1174
Publisher Link: http://dx.doi.org/10.3182/20090706-3-FR-2004.00194
Publisher: International Federation of Automatic Control (IFAC)
Resource Type: conference paper
Date: 2009
Description: Identification of continuous-time systems typically present problems due to the facts that one cannot, in general, measure the time derivatives of the signals and, also, the sampled nature of the data. We utilise indirect inference as the underlying principle for continuous time system identification. Indirect inference has been widely used in the econometrics area for time series modeling. Here we adapt the indirect inference technique to include systems with an exogenous input and apply it to the problem of system identification. We use an example problem posed by Rao and Garnier to show the effectiveness of the indirect inference technique when contrasted to other continuous-time methods of identification.
Subject: system identification; continuous-time systems; parameter estimation
Identifier: uon:8781
Identifier: http://hdl.handle.net/1959.13/919117
Identifier: ISBN:9783902661470
Identifier: ISSN:1474-6670
Reviewed

		Thumbnail	File	Description	Size	Format