CLC number: TP273
On-line Access:
Received: 2008-09-30
Revision Accepted: 2008-12-24
Crosschecked: 2009-07-13
Cited: 3
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Ping WU, Chun-jie YANG, Zhi-huan SONG. Subspace identification for continuous-time errors-in-variables model from sampled data[J]. Journal of Zhejiang University Science A, 2009, 10(8): 1177-1186.
@article{title="Subspace identification for continuous-time errors-in-variables model from sampled data",
author="Ping WU, Chun-jie YANG, Zhi-huan SONG",
journal="Journal of Zhejiang University Science A",
volume="10",
number="8",
pages="1177-1186",
year="2009",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.A0820684"
}
%0 Journal Article
%T Subspace identification for continuous-time errors-in-variables model from sampled data
%A Ping WU
%A Chun-jie YANG
%A Zhi-huan SONG
%J Journal of Zhejiang University SCIENCE A
%V 10
%N 8
%P 1177-1186
%@ 1673-565X
%D 2009
%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.A0820684
TY - JOUR
T1 - Subspace identification for continuous-time errors-in-variables model from sampled data
A1 - Ping WU
A1 - Chun-jie YANG
A1 - Zhi-huan SONG
J0 - Journal of Zhejiang University Science A
VL - 10
IS - 8
SP - 1177
EP - 1186
%@ 1673-565X
Y1 - 2009
PB - Zhejiang University Press & Springer
ER -
DOI - 10.1631/jzus.A0820684
Abstract: We study the subspace identification for the continuous-time errors-in-variables model from sampled data. First, the filtering approach is applied to handle the time-derivative problem inherent in continuous-time identification. The generalized Poisson moment functional is focused. A total least squares equation based on this filtering approach is derived. Inspired by the idea of discrete-time subspace identification based on principal component analysis, we develop two algorithms to deliver consistent estimates for the continuous-time errors-in-variables model by introducing two different instrumental variables. Order determination and other instrumental variables are discussed. The usefulness of the proposed algorithms is illustrated through numerical simulation.
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