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An asymptotically optimal indirect approach to continuous-time system identification
KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
Univ Newcastle, Sch Elect Engn & Comp Sci, Callaghan, NSW, Australia..
2018 (English)In: 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), IEEE , 2018, p. 638-643Conference paper, Published paper (Refereed)
Abstract [en]

The indirect approach to continuous-time system identification consists in estimating continuous-time models by first determining an appropriate discrete-time model. For a zero-order hold sampling mechanism, this approach usually leads to a transfer function estimate with relative degree 1, independent of the relative degree of the strictly proper real system. In this paper, a refinement of these methods is developed. Inspired by the indirect prediction error method, we propose an estimator that enforces a fixed relative degree in the continuous-time transfer function estimate, and show that the estimator is consistent and asymptotically efficient. Extensive numerical simulations are put forward to show the performance of this estimator when contrasted with other indirect and direct methods for continuous-time system identification.

Place, publisher, year, edition, pages
IEEE , 2018. p. 638-643
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
Keywords [en]
System identification, Continuous-time systems, Parameter estimation, Sampled data
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-245010DOI: 10.1109/CDC.2018.8619141ISI: 000458114800089Scopus ID: 2-s2.0-85062184143ISBN: 978-1-5386-1395-5 (print)OAI: oai:DiVA.org:kth-245010DiVA, id: diva2:1293697
Conference
57th IEEE Conference on Decision and Control (CDC), DEC 17-19, 2018, Miami Beach, FL
Note

QC 20190305

Available from: 2019-03-05 Created: 2019-03-05 Last updated: 2019-04-11Bibliographically approved

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Rojas, Cristian R.

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CiteExportLink to record
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  • apa
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Output format
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