Non-asymptotic kernel-based parametric estimation of continuous-time linear systems
File(s)
Author(s)
Pin, G
Assalone, A
Lovera, M
Parisini, T
Type
Journal Article
Abstract
In this paper, a novel framework to address the problem of parametric estimation for continuous-time linear time-invariant dynamic systems is dealt with. The proposed methodology entails the design of suitable kernels of non-anticipative linear integral operators thus obtaining estimators showing, in the ideal case, “non-asymptotic” (i.e., “finite-time”) convergence. The analysis of the properties of the kernels guaranteeing such a convergence behaviour is addressed and a novel class of admissible kernel functions is introduced. The operators induced by the proposed kernels admit implementable (i.e., finite-dimensional and internally stable) state-space realizations. Extensive numerical results are reported to show the effectiveness of the proposed methodology. Comparisons with some existing continuous-time estimators are addressed as well and insights on the possible bias affecting the estimates are provided.
Date Issued
2016-02-01
Date Acceptance
2015-05-03
Citation
IEEE Transactions on Automatic Control, 2016, 61 (2), pp.360-373
ISSN
0018-9286
Publisher
Institute of Electrical and Electronics Engineers
Start Page
360
End Page
373
Journal / Book Title
IEEE Transactions on Automatic Control
Volume
61
Issue
2
Copyright Statement
© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000370428800006&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Engineering
Bivariate causal non-asymptotic kernels (BC-NK)
continuous-time (CT)
integral methods (IMs)
modulating function (MF)
state variable filtering (SVF)
INSTRUMENTAL VARIABLE METHODS
IDENTIFICATION
0102 Applied Mathematics
0906 Electrical and Electronic Engineering
0913 Mechanical Engineering
Industrial Engineering & Automation
Publication Status
Published
Date Publish Online
2015-05-15