| 1. |
- Escobar, Jesica, et al.
(författare)
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INSTRUMENTAL VARIABLES AND LSM IN CONTINUOUS-TIME PARAMETER ESTIMATION
- 2017
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Ingår i: ESAIM. - : EDP SCIENCES S A. - 1292-8119 .- 1262-3377. ; 23:2, s. 427-442
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Tidskriftsartikel (refereegranskat)abstract
- In this paper the main goal is to compare the instrumental variables and the least squares methods applied to parameter estimation in continuous-time systems, avoiding any preliminary discretization of the process, and to analyse which method is more suitable for estimation in continuous-time under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.
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| 2. |
- Escobar, Jesica, et al.
(författare)
-
On the Detection of Nonlinearities in Sampled Data
- 2012
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Ingår i: Proceedings of the 16th IFAC Symposium on System Identification. - 9783902823069 ; , s. 1587-1592
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Konferensbidrag (refereegranskat)abstract
- Here we deal with the choice of the sampling rate in nonlinear system identification applications. In particular, we focus on the effect of the sampling rate when the prediction-error method is used. On one hand, a high sampling rate is advantageous since it enables the measurement of high-frequent nonlinear components in the output signal of the system without aliasing. However, a high sampling rate might also make it harder to realize that the system is nonlinear, since the nonlinearities cannot be detected in the residuals from a linear model in some cases. Here, this phenomenon is illustrated in a couple of numerical examples and a way to avoid it is proposed.
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| 3. |
- Escobar, Jesica
(författare)
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Time-Varying Parameter Estimation under Stochastic Perturbations using LSM
- 2011
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- In this paper, we deal with the problem of continuous-time time-varying parameter estimation in stochastic systems, under three different kinds of stochastic perturbations: additive and multiplicative white noise, and coloured noise. The proposed algorithm is based on the least squares method with forgetting factor. Some numerical examples illustrate the effectiveness of the proposed algorithm. An analysis of the estimation error for the system under the three different kinds of perturbations is presented.
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| 4. |
- Escobar, Jesica
(författare)
-
Time-Varying Parameter Estimation under Stochastic Perturbations using LSM
- 2012
-
Ingår i: IMA Journal of Mathematical Control and Information. - : Oxford University Press (OUP): Policy K. - 0265-0754 .- 1471-6887. ; 29:2, s. 235-258
-
Tidskriftsartikel (refereegranskat)abstract
- In this paper, we deal with the problem of continuous-time time-varying parameter estimation in stochastic systems, under three different kinds of stochastic perturbations: additive and multiplicative white noise, and coloured noise. The proposed algorithm is based on the least squares method with forgetting factor. Some numerical examples illustrate the effectiveness of the proposed algorithm. An analysis of the estimation error for the system under the three different kinds of perturbations is presented.
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