On the estimation of continuous time transfer functions

DOI10.1080/00207170110037894MaRDI QIDQ3151591zbMATH OpenOpenAlexFDO

Authors Liuping Wang, Peter J. Gawthrop

Publication date 16 October 2002

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

Full work available at URL https://doi.org/10.1080/00207170110037894

zbMATH Keywords

model structure selectionmultiple model estimation algorithmstate variables filterssystem identification

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Estimation and detection in stochastic control theory (93E10)

Review text

The paper is devoted to a state variable filter approach application to continuous time system identification. It is proposed that the state variable filters be parameterized via a second order series expansion. Within this framework a search is performed to find optimal filter parameters and to minimize a pre-defined cost function. Further a set of candidate models is considered for model structure selection. Finally, a multiple model structure estimation scheme is developed to obtain a set of candidate models, among which the ``best model structure is found. A simulation example is presented to demonstrate the efficacy of the algorithm and real life application.

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Cited in

(16)

• Regularization aspects in continuous-time model identification
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
• Template generation for continuous transfer functions using interval analysis
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• On embedded FIR filter models for identifying continuous-time and discrete-time transfer functions: the RPM approach
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• ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
• Isolation of parametric faults in continuous-time multivariable systems: a sampled data-based approach
• On the identification of certain rational transfer functions from truncated autocovariance sequences
• On approximate pulse transfer functions
• Continuous-time transfer function identification based on approximations of value-assigned exponential integral transformation
• On a multidimensional systems identification method
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• Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
• Recursive Identification of Continuous Time Variant Dynamical Systems with the Extended Kalman Filter and the Recursive Least Squares State-Variable Filter
• Transfer function identification by minimizing the adaptive vs. optimal filter state estimates mismatch

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