Identification of continuous-time ARX models using sample cross-covariances

被引：3
|
作者：
Mossberg, M [1 ]
机构：
[1] Karlstad Univ, Dept Elect Engn, SE-65188 Karlstad, Sweden
来源：
ACC: PROCEEDINGS OF THE 2005 AMERICAN CONTROL CONFERENCE, VOLS 1-7 | 2005年
关键词：
D O I：
10.1109/ACC.2005.1470749
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of estimating the parameters of a continuous-time ARX (CARX) process from discrete-time data is studied. In the proposed solution, an expression for the cross-covariance function between the input and the output signal of the CARX process is derived. This expression is parameterized by the unknown and searched parameters. The parameters are estimated by fitting the theoretical expression for the cross-covariance function to sample cross-covariances.
引用
收藏
页码：4766 / 4771
页数：6
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