화학공학소재연구정보센터
Automatica, Vol.42, No.9, 1477-1490, 2006
Identification of continuous-time errors-in-variables models
A novel direct approach for identifying continuous-time linear dynamic errors-in-variables models is presented in this paper. The effects of the noise on the state-variable filter outputs are analyzed. Subsequently, a few algorithms to obtain consistent continuous-time parameter estimates in the errors-in-variables framework are derived. It is also possible to design search-free algorithms within our framework. The algorithms can be used for non-uniformly sampled data. The asymptotic distributions of the estimates are derived. The performances of the proposed algorithms are illustrated with some numerical simulation examples. (C) 2006 Elsevier Ltd. All rights reserved.