Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第25回ISCIE「確率システム理論と応用」国際シンポジウム(1993年11月, 大阪)
Time Moments for Continuous System Identification
AVB SubrahmanyamDC SahaGP Rao
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ジャーナル フリー

1994 年 1994 巻 p. 1-8

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抄録
Despite the popularity of rational transfer function matrix models for continuous-time MIMO systems, associated problems like "bias" due to measurement noise with equation error minimization, and reducibility of the estimated models, prompt for alternatives. This paper considers the use of models parametrized in terms of time moments of impulse response of continuous linear finite-dimensional MIMO systems. A novel algorithm presented in this paper gives bias-free irreducible estimates. Relevant implementation issues are discussed and simulation results are presented.
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© 1994 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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