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

Johansson, Rolf LU orcid (2009) In IFAC Proceedings Volumes 42(10). p.1163-1168
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 convergence analysis is provided.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IFAC Proceedings Volumes
volume
42
issue
10
pages
6 pages
publisher
Elsevier
DOI
10.3182/20090706-3-FR-2004.00193
project
ROSETTA
language
English
LU publication?
yes
id
c3fc0798-fde0-4fe4-a463-a30044550e06
date added to LUP
2022-06-21 11:26:31
date last changed
2025-04-04 15:22:15
@article{c3fc0798-fde0-4fe4-a463-a30044550e06,
  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 convergence analysis is provided.}},
  author       = {{Johansson, Rolf}},
  language     = {{eng}},
  number       = {{10}},
  pages        = {{1163--1168}},
  publisher    = {{Elsevier}},
  series       = {{IFAC Proceedings Volumes}},
  title        = {{Continuous-Time Model Identification and State Estimation Using Non-Uniformly Sampled Data}},
  url          = {{http://dx.doi.org/10.3182/20090706-3-FR-2004.00193}},
  doi          = {{10.3182/20090706-3-FR-2004.00193}},
  volume       = {{42}},
  year         = {{2009}},
}