Refined Instrumental Variable Identification of Continuous-time Hybrid Box-Jenkins Models

2008 ◽  
pp. 91-131 ◽  
Author(s):  
Peter C. Young ◽  
Hugues Garnier ◽  
Marion Gilson
Keyword(s):  
Continuous Time ◽  
Instrumental Variable

Instrumental Variable Method for Identifying Fractional Box-Jenkins Models

2009 ◽  
Author(s):  
Ste´phane Victor ◽  
Rachid Malti ◽  
Alain Oustaloup
Keyword(s):  
Continuous Time ◽  
Instrumental Variable ◽  
Variable Method ◽  
Time Transfer ◽  
Arma Process ◽  
Instrumental Variable Method ◽  
Noisy Output ◽  
The Relationship ◽  
Measured Input ◽  
Continuous Time System

This paper deals with continuous-time system identification using fractional differentiation models in a colored noisy output context. An optimal instrumental variable method for identifying hybrid fractional Box-Jenkins models is described. The relationship between the measured input and the output is a fractional continuous-time transfer function, and the noise is a discrete-time AR or ARMA process. The method is illustrated on a simulation example.

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