liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Initialisation Aspects for Subspace and Output-Error Identification Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

This paper is inspired by a recent contribution by Rao and Garnier about identification of continuous time models. They show examples where methods that directly estimate continuous time models, based on smoothed differentiated input-output data outperform methods that are based on discrete time model estimation. The reasons for that situation are investigated in this contribution. It turns out that the key problem is that ARX-type models are very biased for the example in that study, which leads to problems for initializations for output error models both based on ARX/IV techniques and on subspace (CVA estimation techniques). The remedy is to decrease the ARX-bias via low pass data filtering, which in turn also explains why the direct continuous-time estimation techniques (with inherent data smoothing) do not suffer from this problem.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2565
Keyword [en]
System identification, Subspace techniques, ARX models, Continuous-time model estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55968ISRN: LiTH-ISY-R-2565OAI: oai:DiVA.org:liu-55968DiVA: diva2:316770
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

Open Access in DiVA

fulltext(462 kB)145 downloads
File information
File name FULLTEXT01.pdfFile size 462 kBChecksum SHA-512
52d4860f8f84acb433dae30a00df463e606777d4cf8ee9500110c86eae3f928186d1b4455e1b6e822a7f9d42a0935180aa76d449c46306d07713049ae6fce202
Type fulltextMimetype application/pdf

Authority records BETA

Ljung, Lennart

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 145 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 129 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf