Continuous-time errors-in-variables system identification through covariance matching without input signal modeling

Proceedings of the American Control Conference

Volumn , Issue , 2009, Pages 4390-4391

  Mossberg, Magnus ^a   Söderström, Torsten ^b  

^a KARLSTAD UNIVERSITY   (Sweden)

^b UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUOUS TIME; COVARIANCE MATCHING; ERRORS IN VARIABLES; INPUT SIGNAL; SYSTEM IDENTIFICATION PROBLEMS; SYSTEM IDENTIFICATIONS;

CONTINUOUS TIME SYSTEMS; PARAMETER ESTIMATION;

ERRORS;

EID: 70449627962     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2009.5160463     Document Type: Conference Paper

References (6)

1. 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.
2. 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.
3. M. Mossberg, "Analysis of a covariance matching method for continuous-time errors-in-variables identification," in Proc. 46th IEEE Conf. on Decision and Control, New Orleans, LA, December 12-14 2007, pp. 5511-5515.
4. S. Van Huffel and P. Lemmerling, Eds., Total Least Squares and Errors-in-variables Modelling: Analysis, Algorithms, and Applications. Dordrecht, The Netherlands: Kluwer, 2002.
5. T. Söderström, "Errors-in-variables methods in system identification," Automatica, vol. 43, no. 6, pp. 939-958, June 2007, survey paper.
6. T. Söderström, Discrete-time Stochastic Systems, 2nd ed. London, U.K.: Springer-Verlag, 2002.