Continuous-Time Model Identification From Filtered Sampled Data: Error Analysis

被引：4

作者：

Hu, Xiao-Li ^{[1
,2
]}

Welsh, James S. ^{[3
]}

机构：

[1] Shenzhen Univ, Coll Comp Sci & Software Engn, Shenzhen 518060, Peoples R China

[2] Sun Yat Sen Univ, Nanfang Coll, Sch Elect & Comp Engn, Guangzhou 510275, Peoples R China

[3] Univ Newcastle, Sch Elect Engn & Comp, Newcastle, NSW 2308, Australia

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2020年 / 65卷 / 10期

关键词：

Mathematical model; Data models; Estimation; Analytical models; Upper bound; Continuous time systems; Error analysis; Continuous-time model; system identification; sampled data; SYSTEM-IDENTIFICATION;

D O I：

10.1109/TAC.2020.3006354

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 article, an upper bound is established for the estimation error of a standard least squares (LS) algorithm used to identify a continuous-time model from filtered, sampled input-output data. It is found that the error has three constituent components due to the initial conditions, observation noise, and sample period. In particular, the initial condition bias is bounded by O(1/[N Delta t]), which requires sufficiently large [N Delta t] for accurate LS estimation. The theoretical results obtained are confirmed by simulation.

引用

页码：4005 / 4015

页数：11

共 50 条

[1] Bias Analysis of Continuous-time Model Identification from Filtered Sample Output Data
Hu, Xiao-Li
Welsh, James S.
[J]. 2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2012, : 208 - 213
[2] IDENTIFICATION OF CONTINUOUS-TIME MULTIVARIABLE SYSTEMS FROM SAMPLED DATA
SINHA, NK
LASTMAN, GJ
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1982, 35 (01) : 117 - 126
[3] Continuous-time Hammerstein system identification from sampled data
Greblicki, Wlodzimierz
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2006, 51 (07) : 1195 - 1200
[4] Exact identification of continuous-time systems from sampled data
Marelli, Damian
Fu, Minyue
[J]. 2007 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL III, PTS 1-3, PROCEEDINGS, 2007, : 757 - +
[5] Continuous-time model identification from sampled data: implementation issues and performance evaluation
Garnier, H
Mensler, M
Richard, A
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2003, 76 (13) : 1337 - 1357
[6] An approach to continuous-time model identification from non-uniformly sampled data
Huselstein, E
Garnier, H
[J]. PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 622 - 623
[7] Subspace identification for continuous-time errors-in-variables model from sampled data
Wu, Ping
Yang, Chun-jie
Song, Zhi-huan
[J]. JOURNAL OF ZHEJIANG UNIVERSITY-SCIENCE A, 2009, 10 (08): : 1177 - 1186
[8] Subspace identification for continuous-time errors-in-variables model from sampled data
Ping Wu
Chun-jie Yang
Zhi-huan Song
[J]. Journal of Zhejiang University-SCIENCE A, 2009, 10 : 1177 - 1186
[9] On the Unique Identification of Continuous-Time Autoregressive Models From Sampled Data
Kirshner, Hagai
Unser, Michael
Ward, John Paul
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2014, 62 (06) : 1361 - 1376
[10] Identification of continuous-time AR processes from unevenly sampled data
Larsson, EK
Söderström, T
[J]. AUTOMATICA, 2002, 38 (04) : 709 - 718

← 1 2 3 4 5 →