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ZJUS-A
Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering)  2009, Vol. 10 Issue (8): 1177-1186    DOI: 10.1631/jzus.A0820684
Electrical & Electronic Engineering     
Subspace identification for continuous-time errors-in-variables model from sampled data
Ping WU, Chun-jie YANG, Zhi-huan SONG
State Key Lab of Industrial Control Technology, Zhejiang University, Hangzhou 310027, China
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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.

Key words： System identification      Errors-in-variables      Continuous-time system      Subspace method     
Received: 30 September 2008     
CLC:  TP273  
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Ping WU
Chun-jie YANG
Zhi-huan SONG
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Ping WU, Chun-jie YANG, Zhi-huan SONG. Subspace identification for continuous-time errors-in-variables model from sampled data. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2009, 10(8): 1177-1186.

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http://www.zjujournals.com/xueshu/zjus-a/10.1631/jzus.A0820684     OR     http://www.zjujournals.com/xueshu/zjus-a/Y2009/V10/I8/1177

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