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Continuous-Time Model Identification and State Estimation Using Non-Uniformly Sampled Data

Johansson, Rolf LU (2009) 15th IFAC Symposium on System Identification
Abstract
This paper presents theory, algorithms and validation results for system identification of continuous-time state-space models from finite non-uniformly sampled input-output sequences. The algorithms developed are methods of model identification and stochastic realization adapted to the continuous-time model context using non-uniformly sampled input-output data. The resulting model can be decomposed into an input-output model and a stochastic innovations model. For state estimation dynamics, we have designed a procedure to provide separate continuous-time temporal update and error-feedback update based on non-uniformly sampled input-output data. Stochastic onvergence analysis is provided.
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organization
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Contribution to conference
publication status
published
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conference name
15th IFAC Symposium on System Identification
external identifiers
  • Scopus:80051615555
language
English
LU publication?
yes
id
43ea6156-036c-47ca-adb4-818582f888aa (old id 1454699)
date added to LUP
2009-08-07 11:43:44
date last changed
2016-10-13 04:52:59
@misc{43ea6156-036c-47ca-adb4-818582f888aa,
  abstract     = {This paper presents theory, algorithms and validation results for system identification of continuous-time state-space models from finite non-uniformly sampled input-output sequences. The algorithms developed are methods of model identification and stochastic realization adapted to the continuous-time model context using non-uniformly sampled input-output data. The resulting model can be decomposed into an input-output model and a stochastic innovations model. For state estimation dynamics, we have designed a procedure to provide separate continuous-time temporal update and error-feedback update based on non-uniformly sampled input-output data. Stochastic onvergence analysis is provided.},
  author       = {Johansson, Rolf},
  language     = {eng},
  title        = {Continuous-Time Model Identification and State Estimation Using Non-Uniformly Sampled Data},
  year         = {2009},
}