Issue |
ESAIM: COCV
Volume 23, Number 2, April-June 2017
|
|
---|---|---|
Page(s) | 427 - 442 | |
DOI | https://doi.org/10.1051/cocv/2015052 | |
Published online | 14 December 2016 |
Instrumental variables and LSM in continuous-time parameter estimation∗
1 School of Mechanical and Electrical Engineering, National
Polytechnic Institute, Department of Control Automatics, Av. IPN Col. Lindavista 07738 Mexico City, Mexico.
jeazesme@gmail.com
2 Division of Automatic Control, University of Linköping, 581 83
Linköping, Sweden.
maren@isy.liu.se
Received:
8
July
2013
Revised:
21
April
2015
Accepted:
27
October
2015
In this paper the main goal is to compare the instrumental variables and the least squares methods applied to parameter estimation in continuous-time systems, avoiding any preliminary discretization of the process, and to analyse which method is more suitable for estimation in continuous-time under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.
Mathematics Subject Classification: 93E03 / 60H10 / 93E10
Key words: Parameter estimation / continuous-time / stochastic systems / instrumental variable
© EDP Sciences, SMAI 2016
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.