INSTRUMENTAL VARIABLES AND LSM IN CONTINUOUS-TIME PARAMETER ESTIMATION

被引：4
|
作者：
Escobar, Jesica [1 ]
Enqvist, Martin [2 ]
机构：
[1] Natl Polytech Inst, Sch Mech & Elect Engn, Dept Automat Control, Av IPN Col Lindavista, Mexico City 07738, DF, Mexico
[2] Linkoping Univ, Div Automat Control, S-58183 Linkoping, Sweden
来源：
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS | 2017年 / 23卷 / 02期
关键词：
Parameter estimation; continuous-time; stochastic systems; instrumental variable; IDENTIFICATION;
D O I：
10.1051/cocv/2015052
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper the main goal is to compare the instrumental variables and the least squares methods applied to parameter estimation in continuous-time systems, avoiding any preliminary discretization of the process, and to analyse which method is more suitable for estimation in continuous-time under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.
引用
收藏
页码：427 / 442
页数：16
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