Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models
This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.
|Collections||ANU Research Publications|
|Source:||Proceedings of IEEE Conference on Decision and Control 2008|
|01_Laurain_Refined_instrumental_variable_2008.pdf||1.71 MB||Adobe PDF||Request a copy|
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