Bias-compensating least squares method for identification of continuous-time systems from sampled data

DOI10.1080/00207179108953627MaRDI QIDQ5202951zbMATH OpenOpenAlexFDO

Authors Setsuo Sagara, Kiyoshi Wada, Zhenyu Zhao

Publication date 1991

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179108953627

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
• Numerical integration approach to on-line identification of continuous- time systems
• Estimation of continuous-time AR process parameters from discrete-time data
• On the use of compensated total least squares in system identification
• Consistent parameter estimation of systems disturbed by correlated noise

Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• A theoretical analysis of recursive identification methods
• Independent tracking and regulation adaptive control with forgetting factor
• On-line modified least-squares parameter estimation of linear discrete dynamic systems
• Parameter estimation for continuous-time models - a survey
• Self-tuning control of a fixed-bed chemical reactor system
• Theory and applications of selftuning regulators

Cited in

(12)

• Finite-horizon integration for continuous-time identification: bias analysis and application to variable stiffness actuators
• Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
• On the use of compensated total least squares in system identification
• A bias-correction method for indirect identification of closed-loop systems
• Filtering-based bias-compensation recursive estimation algorithm for an output error model with colored noise
• Identification with stochastic sampling time jitter
• scientific article; zbMATH DE number 5371262 (Why is no real title available?)
• Nonparametric instrumental variables for identification of block-oriented systems
• Comparing some classes of bias-compensating least squares methods
• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
• scientific article; zbMATH DE number 1790547 (Why is no real title available?)
• A bias-correction method for closed-loop identification of linear parameter-varying systems

This page was built for publication: Bias-compensating least squares method for identification of continuous-time systems from sampled data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5202951)