摘要
We study the subspace identification for the continuous-time errors-in-variables model from sampled data.First,the filtering approach is applied to handle the time-derivative problem inherent in continuous-time identification.The generalized Poisson moment functional is focused.A total least squares equation based on this filtering approach is derived.Inspired by the idea of discrete-time subspace identification based on principal component analysis,we develop two algorithms to deliver consistent estimates for the continuous-time errors-in-variables model by introducing two different instrumental variables.Order determination and other instrumental variables are discussed.The usefulness of the proposed algorithms is illustrated through numerical simulation.
We study the subspace identification for the continuous-time errors-in-variables model from sampled data. First, the filtering approach is applied to handle the time-derivative problem inherent in continuous-time identification. The generalized Poisson moment functional is focused. A total least squares equation based on this filtering approach is derived. Inspired by the idea of discrete-time subspace identification based on principal component analysis, we develop two algorithms to deliver consistent estimates for the continuous-time errors-in-variables model by introducing two different instrumental variables. Order determination and other instrumental variables are discussed. The usefulness of the proposed algorithms is illustrated through numerical simulation.
基金
supported by the National Natural Science Foundation of China (Nos.60674086 and 60736021)
the Scientific and Technology Plan of Zhejiang Province,China (No.2007C21173)
