Identification of Continuous-time Time-varying Stochastic Systems via Distribution-based Approach

Akira Ohsumi; Tsutomu Kawano

doi:10.5687/sss.2002.69

The 33rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2001, Tochigi)

Identification of Continuous-time Time-varying Stochastic Systems via Distribution-based Approach

Akira Ohsumi, Tsutomu Kawano

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Keywords: Subspace identification, stochastic system, continuous-time system, time-varying system, distribution theory

JOURNAL FREE ACCESS

2002 Volume 2002 Pages 69-74

DOI https://doi.org/10.5687/sss.2002.69

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Abstract

A novel method of subspace identification via distribution-based approach is proposed for a class of time-varying, continuous-time stochastic systems. Efficacy of the method is demonstrated by simulations.

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