Covariance Matching for Continuous-Time Errors-in-Variables Problems

被引：8

作者：

Mossberg, Magnus ^{[1
]}

Soderstrom, Torsten ^{[2
]}

机构：

[1] Karlstad Univ, Dept Phys & Elect Engn, SE-65188 Karlstad, Sweden

[2] Uppsala Univ, Dept Informat Technol, Div Syst & Control, SE-75105 Uppsala, Sweden

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2011年 / 56卷 / 06期

关键词：

Errors-in-variables; (EIV); SYSTEM-IDENTIFICATION; MODELS;

D O I：

10.1109/TAC.2011.2125090

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A covariance matching approach for continuous-time errors-in-variables problems is considered. The noise-free input signal is not explicitly modeled and is only assumed to be a stationary process. It is described how three different systems of equations in the model parameters are obtained and how the parameters are estimated based on these systems of equations. The approach is illustrated by some numerical studies.

引用

页码：1478 / 1483

页数：7

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