Analysis of a covariance matching method for continuous-time errors-in-variables identification

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2007, Pages 5511-5515

  Mossberg, Magnus ^a  

^a KARLSTAD UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC ANALYSIS; COVARIANCE MATRIX; DISCRETE TIME CONTROL SYSTEMS;

ASYMPTOTIC COVARIANCE MATRIX; COVARIANCE MATCHING METHOD; CROSS-COVARIANCE FUNCTIONS;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 62749100518     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2007.4434728     Document Type: Conference Paper

References (8)

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2. S. Sagara, Z. J. Yang, and K. Wada, "Identification of continuous systems from noisy sampled input-output data," in Proc. 9th IFAC/IFORS Symp. System Identification and Parameter Estimation, Budapest, Hungary, July 8-12 1991, pp. 1622-1627.
3. K. Mahata and H. Gamier, "Direct identification of continuous-time errors-in-variables models," in Proc. 16th IFAC World Congress, Prague, Czech Republic, July 4-8 2005.
4. T. Söderström, E. K. Larsson, K. Mahata, and M. Mossberg, "Using continuous-time modeling for errors-in-variables identification," in Proc. 14th IFAC Symp. System Identification, Newcastle, Australia, March 29-31 2006, invited session.
5. T. Söderström, Discrete-Time Stochastic Systems, 2nd ed. London, U.K.: Springer-Verlag, 2002.
6. M. Mossberg, "Identification of continuous-time ARX models using sample cross-covariances," in Proc. American Control Conf., Portland, OR, June 8-10 2005, pp. 4766-4771.
7. L. Ljung, System Identification, 2nd ed. Upper Saddle River, NJ: Prentice-Hall, 1999.
8. J. W Brewer, "The derivative of the exponential matrix with respect to a matrix," IEEE Trans. on Automatic Control, vol. 22, no. 4, pp. 656-657, August 1977.