Identification of continuous-time models
Identification of continuous-time models
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DOI：
10.1109/cdc.1992.371795
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发表时间：
1992-12
期刊：
影响因子：
--
通讯作者：
Rolf Johansson
中科院分区：
文献类型：
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作者：
Rolf Johansson
研究了有色噪声背景下连续时间动态系统的传递函数估计问题。引入了一种允许保持连续时间参数化的算子变换；参数估计可以通过离散时间最大似然算法来进行。将新方法的性能与ARMAX(具有外生输入的自回归滑动平均)模型的标准辨识进行了比较。在估计连续时间传递函数的系数并保持传递函数结果的物理解释很重要的情况下，该方法是有用的。
The problem of estimating the transfer function of a continuous-time dynamic system in the presence of colored noise is considered. An operator transformation that allows for keeping a continuous-time parametrization is introduced; the parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm. A comparison is made between the performance of the new method in comparison with a standard identification of an ARMAX (autoregressive moving-average with exogeneous input) model. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and to maintain a physical interpretation of the transfer function results.>