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Blind Nonparametric Estimation of SISO Continuous-time Systems
School of Engineering, University of Newcastle, Callaghan, Australia.
Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands.
School of Engineering, University of Newcastle, Callaghan, Australia.
Department of Mechanical Engineering, Eindhoven University of Technology, Eindhoven, The Netherlands; Delft Center for Systems and Control, Delft University of Technology, The Netherlands.
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2023 (English)In: IFAC-PapersOnLine, Elsevier BV , 2023, Vol. 56, p. 4222-4227Conference paper, Published paper (Refereed)
Abstract [en]

Blind system identification is aimed at finding parameters of a system model when the input is inaccessible. In this paper, we propose a blind system identification method that delivers a single-input single-output, continuous-time model in a nonparametric kernel form. We take advantage of the representer theorem to form a joint maximum a posteriori estimator of the input and system impulse response. The identified system model and input are optimised in sequence to overcome the blind problem with generalised cross validation used to select appropriate hyperparameters given some fixed input sequence. We demonstrate via Monte Carlo simulations the accuracy of the method in terms of estimating the input.

Place, publisher, year, edition, pages
Elsevier BV , 2023. Vol. 56, p. 4222-4227
Series
IFAC-PapersOnLine, ISSN 2405-8963 ; 56
Keywords [en]
Continuous-time system identification, Identifiability, Nonparametric methods
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-343692DOI: 10.1016/j.ifacol.2023.10.1777ISI: 001196709200181Scopus ID: 2-s2.0-85184961096OAI: oai:DiVA.org:kth-343692DiVA, id: diva2:1839887
Conference
22nd IFAC World Congress, Yokohama, Japan, Jul 9 2023 - Jul 14 2023
Note

QC 20240222

 Part of ISBN 9781713872344

Available from: 2024-02-22 Created: 2024-02-22 Last updated: 2025-12-05Bibliographically approved

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Rojas, Cristian R.

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf