Identification of Unstable Systems using Output Error and Box-Jenkins Model Structures
1998 (English)In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998, 3932-3927 vol.4 p.Conference paper (Refereed)
It is well known that the output error and Box-Jenkins model structures cannot be used for prediction error identification of unstable systems. The reason for this is that the predictors in this case generically will be unstable. Typically this problem is handled by projecting the parameter vector into the region of stability which gives erroneous results when the underlying system is unstable. The main contribution of this work is that we derive modified, but asymptotically equivalent, versions of these model structures that can be applied also in the case of unstable systems.
Place, publisher, year, edition, pages
1998. 3932-3927 vol.4 p.
Errors, Identification, Stability, Box-Jenkin
IdentifiersURN: urn:nbn:se:liu:diva-91592DOI: 10.1109/CDC.1998.761844ISBN: 0-7803-4394-8OAI: oai:DiVA.org:liu-91592DiVA: diva2:624954
37th IEEE Conference on Decision and Control, Tampa, FL, USA, December, 1998