Identification of Fractional Linear Dynamical Systems with Autocorrelated Errors in Variables by Generalized Instrumental Variables

被引：4
|
作者：
Ivanov, Dmitriy V. [1 ]
Sandler, Ilya L. [1 ]
Kozlov, Evgeniy V. [1 ]
机构：
[1] Samara State Univ Transport, Samara, Russia
来源：
IFAC PAPERSONLINE | 2018年 / 51卷 / 32期
关键词：
Identification; estimation parameters; errors in variables; fractional calculus; instrumental variables; bias compensation; discrete systems; autocorrelated noises; fractional noise; NONLINEAR LEAST-SQUARES;
D O I：
10.1016/j.ifacol.2018.11.485
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper addresses the problem of identifying stochastic linear fractional discrete-time systems from noisy input/output data. The input noise is supposed to be fractional noise, while the output noise is assumed colored or fractional noise. The paper also proposes an estimator based on the generalized instrumental variables estimator. We have compared the proposed estimator with other estimators with the help of Monte Carlo simulations. The results of the simulated examples indicate that the proposed estimator provides good accuracy. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
引用
收藏
页码：580 / 584
页数：5
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