Blind Nonparametric Estimation of SISO Continuous-time SystemsShow others and affiliations
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
2024-02-222024-02-222025-12-05Bibliographically approved