Refined instrumental variable parameter estimation of continuous-time Box-Jenkins models from irregularly sampled data

DOI10.1049/IET-CTA.2016.0506MaRDI QIDQ7008985zbMATH OpenFDO

Authors Feng-Wei Chen, Hugues Garnier, M. Gilson, Juan C. Agüero, Tao Liu

Publication date 20 March 2025

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/IET-CTA.2016.0506

zbMATH Keywords

Box-Jenkins structurecomputational efficiencycontinuous time systemscontinuous-time Box-Jenkins model parameter estimationinstrumental variable methodirregularly sampled dataiterative methodsnoise modelparameter estimationplant modelplant-noise model decompositionprediction error methodsampled data systemstwo-step iterative procedure

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Estimation and detection in stochastic control theory (93E10)

Cites work

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Cited in

(1)

• Recursive identification for Wiener non-linear systems with non-stationary disturbances

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