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

页码：427 / 442

页数：16

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