Webbläsaren som du använder stöds inte av denna webbplats. Alla versioner av Internet Explorer stöds inte längre, av oss eller Microsoft (läs mer här: * https://www.microsoft.com/en-us/microsoft-365/windows/end-of-ie-support).

Var god och använd en modern webbläsare för att ta del av denna webbplats, som t.ex. nyaste versioner av Edge, Chrome, Firefox eller Safari osv.

Stochastic Theory of Continuous-Time State-Space Identification

In English

Författare

Summary, in English

This paper presents theory, algorithms, and validation results for system identification of continuous-time state-space models from finite input-output sequences. The algorithms developed are methods of subspace model identification and stochastic realization adapted to the continuous-time context. The resulting model can be decomposed into an input-output model and a stochastic innovations model. Using the Riccati equation, we have designed a procedure to provide a reduced-order stochastic model that is minimal with respect to system order as well as the number of stochastic inputs, thereby avoiding several problems appearing in standard application of stochastic realization to the model validation problem.

Publiceringsår

1999

Språk

Engelska

Sidor

41-51

Publikation/Tidskrift/Serie

IEEE Transactions on Signal Processing

Volym

47

Issue

1

Dokumenttyp

Artikel i tidskrift

Förlag

IEEE - Institute of Electrical and Electronics Engineers Inc.

Ämne

  • Control Engineering

Status

Published

ISBN/ISSN/Övrigt

  • ISSN: 1053-587X