Continuous-time system identification on compact parameter sets

DOI10.1109/TIT.1985.1057090MaRDI QIDQ3720431zbMATH OpenOpenAlexFDO

Authors Jitendra K. Tugnait

Publication date 1985

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1985.1057090

zbMATH Keywords

linear time-invariant continuous-time dynamical systemmaximum-likelihood parameter estimatesStrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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• Continuous-time system identification of the steering dynamics of a ship on a river
• On Certain Convergence Questions in System Identification
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• Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
• On continuity and consistency of \(\ell_{\infty}\) optimal models
• Numerical integration approach to on-line identification of continuous- time systems
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