On the Accuracy of Parameter Estimation for Continuous Time Nonlinear Systems from Sampled Data
2011 (English)In: Proceedings of the 50th IEEE Conference on Decision and Control, 2011, 4308-4311 p.Conference paper (Refereed)
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.
IdentifiersURN: urn:nbn:se:liu:diva-95598DOI: 10.1109/CDC.2011.6160410ISBN: 978-1-61284-799-3ISBN: 978-1-61284-800-6OAI: oai:DiVA.org:liu-95598DiVA: diva2:636448
50th IEEE Conference on Decision and Control, Orlando, FL, USA, 12-15 December