NUMERICAL-INTEGRATION APPROACH TO ONLINE IDENTIFICATION OF CONTINUOUS-TIME SYSTEMS

被引：76

作者：

SAGARA, S

ZHAO, ZY

机构：

[1] Department of Electrical Engineering, Faculty of Engineering, Kyushu University, Fukuoka

来源：

AUTOMATICA | 1990年 / 26卷 / 01期

关键词：

consistency analysis"[!sup]∥[!/sup] ∥ This key word was used by Söderström and Stoica (1981); Identification; instrumental variable method; least-squares estimation; linear differential equations; parameter estimation; simulation;

D O I：

10.1016/0005-1098(90)90158-E

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of estimating the parameters in linear continuous differential equation models from sampled data is treated. Using a linear integral filter, we can obtain an identification model that is parametrized directly in the continuous-time model parameters. The unknown initial states of the system do not require estimation. The choice of the sampling interval and the design of the linear integral filter are discussed considering the accuracy of parameter estimates and the computational burden. By applying the results from discrete-time model identification with the obtained identification model, a discrete-time parameter estimation method is developed, and the necessary condition as well as the sufficient condition on the input for consistency are explicitly derived and discussed in particular situations. A simulation study is also included to confirm the theoretical results. © 1990.

引用

页码：63 / 74

页数：12

共 25 条

[1] SYSTEM IDENTIFICATION - SURVEY [J].