Identification of Continuous-Time Models Based on Bias Compensated Least-Squares

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bias-compensated Least Squares Method in Closed Loop Environment

In this paper, a bias-compensated least squares (BCLS) method in the closed loop environment is proposed. It is assumed that the observation noise is a white gaussinan signal while there are no process noises. It is also assumed that the plant is controlled by a linear time invariant controller and that the closed loop system is asymptotically stable. The proposed estimator is unbiased and it d...

متن کامل

On least squares estimation in continuous time linear stochastic systems

The sufficient conditions for the convergence of a family of least squares estimates of some unknown parameters are given. The unknown parameters appear affinely in the linear transformations of the state and the control in a linear stochastic system. If the noise in the stochastic system is colored then the family of least squares estimates does not converge to the value and the bias is given ...

متن کامل

Identification of Continuous-time Systems with Unknown Time Delays by Global Nonlinear Least-squares Method

This paper considers the identification problem of continuous-time systems with unknown time delays from sampled input-output data. By using a digital prefilter, an approximated discrete-time estimation model is first derived, in which the system parameters remain in their original form and the time delays need not be an integral multiple of sampling period. Then an iterative separable nonlinea...

متن کامل

Bias-compensated adaptive observer for a continuous-time model estimation

In this paper, a bias-compensating method for a continuous-time model estimation by using adaptive observer is proposed. It is assumed that the observation noise is a white Gaussinan signal while there are no process noises. The proposed method is applicable for the identification in the closed loop environment.

متن کامل

​Rank based Least-squares Independent Component Analysis

  In this paper, we propose a nonparametric rank-based alternative to the least-squares independent component analysis algorithm developed. The basic idea is to estimate the squared-loss mutual information, which used as the objective function of the algorithm, based on its copula density version. Therefore, no marginal densities have to be estimated. We provide empirical evaluation of th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

سال: 1994

ISSN: 2188-4730,2188-4749

DOI: 10.5687/sss.1994.117