Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models
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Laurain, V.; Gilson, M.; Garnier , H.; Young, Peter C
Description
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.
dc.contributor.author | Laurain, V. | |
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dc.contributor.author | Gilson, M. | |
dc.contributor.author | Garnier , H. | |
dc.contributor.author | Young, Peter C | |
dc.coverage.spatial | Cancun Mexico | |
dc.date.accessioned | 2015-12-13T23:01:41Z | |
dc.date.created | December 9-11 2008 | |
dc.identifier.isbn | 9781424431243 | |
dc.identifier.uri | http://hdl.handle.net/1885/84532 | |
dc.description.abstract | 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. | |
dc.publisher | Institute of Electrical and Electronics Engineers (IEEE Inc) | |
dc.relation.ispartofseries | IEEE Conference on Decision and Control 2008 | |
dc.source | Proceedings of IEEE Conference on Decision and Control 2008 | |
dc.subject | Keywords: Basis functions; Box-jenkins models; Continuous-time; Hammerstein models; Instrumental variable methods; Non-linear functions; Continuous time systems | |
dc.title | Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models | |
dc.type | Conference paper | |
local.description.notes | Imported from ARIES | |
local.description.refereed | Yes | |
dc.date.issued | 2008 | |
local.identifier.absfor | 090799 - Environmental Engineering not elsewhere classified | |
local.identifier.ariespublication | f5625xPUB12817 | |
local.type.status | Published Version | |
local.contributor.affiliation | Laurain, V., Nancy-Universite | |
local.contributor.affiliation | Gilson, M., Nancy-Universite | |
local.contributor.affiliation | Garnier , H., Nancy-Universite | |
local.contributor.affiliation | Young, Peter C, College of Medicine, Biology and Environment, ANU | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.startpage | 1386 | |
local.bibliographicCitation.lastpage | 1391 | |
local.identifier.doi | 10.1109/CDC.2008.4738853 | |
dc.date.updated | 2016-02-24T08:42:41Z | |
local.identifier.scopusID | 2-s2.0-62949113618 | |
Collections | ANU Research Publications |
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