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On the Accuracy of Parameter Estimation for Continuous Time Nonlinear Systems from Sampled Data
University of Newcastle, Australia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
University of Newcastle, Australia.
2011 (English)In: Proceedings of the 50th IEEE Conference on Decision and Control, 2011, 4308-4311 p.Conference paper (Refereed)
Abstract [en]

This paper deals with the issue of estimating the parameters in a continuous-time nonlinear dynamical model from sampled data. We focus on the issue of bias-variance trade-offs. In particular, we show that the bias error can be significantly reduced by using a particular form of sampled data model based on truncated Taylor series. This model retains the conceptual simplicity of models based on Euler integration but has much improved accuracy as a function of the sampled period.

Place, publisher, year, edition, pages
2011. 4308-4311 p.
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-95598DOI: 10.1109/CDC.2011.6160410ISBN: 978-1-61284-799-3ISBN: 978-1-61284-800-6OAI: diva2:636448
50th IEEE Conference on Decision and Control, Orlando, FL, USA, 12-15 December
Available from: 2013-07-10 Created: 2013-07-10 Last updated: 2013-07-10

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
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