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Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

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.authorLaurain, V.
dc.contributor.authorGilson, M.
dc.contributor.authorGarnier , H.
dc.contributor.authorYoung, Peter C
dc.coverage.spatialCancun Mexico
dc.date.accessioned2015-12-13T23:01:41Z
dc.date.createdDecember 9-11 2008
dc.identifier.isbn9781424431243
dc.identifier.urihttp://hdl.handle.net/1885/84532
dc.description.abstractThis 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.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.relation.ispartofseriesIEEE Conference on Decision and Control 2008
dc.sourceProceedings of IEEE Conference on Decision and Control 2008
dc.subjectKeywords: Basis functions; Box-jenkins models; Continuous-time; Hammerstein models; Instrumental variable methods; Non-linear functions; Continuous time systems
dc.titleRefined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models
dc.typeConference paper
local.description.notesImported from ARIES
local.description.refereedYes
dc.date.issued2008
local.identifier.absfor090799 - Environmental Engineering not elsewhere classified
local.identifier.ariespublicationf5625xPUB12817
local.type.statusPublished Version
local.contributor.affiliationLaurain, V., Nancy-Universite
local.contributor.affiliationGilson, M., Nancy-Universite
local.contributor.affiliationGarnier , H., Nancy-Universite
local.contributor.affiliationYoung, Peter C, College of Medicine, Biology and Environment, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.startpage1386
local.bibliographicCitation.lastpage1391
local.identifier.doi10.1109/CDC.2008.4738853
dc.date.updated2016-02-24T08:42:41Z
local.identifier.scopusID2-s2.0-62949113618
CollectionsANU Research Publications

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