Data-based continuous-time modelling of dynamic systems

Hugues Garnier (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

Data-based continuous-time model identification of continuous-time dynamic systems is a mature subject. In this contribution, we focus first on a refined instrumental variable method that yields parameter estimates with optimal statistical properties for hybrid continuous-time Box-Jenkins transfer function models. The second part of the paper describes further recent developments of this reliable estimation technique, including its extension to handle non-uniformly sampled data situation, closed-loop and nonlinear model identification. It also discusses how the recently developed methods are implemented in the CONTSID toolbox for Matlab and the advantages of these direct schemes to continuous-time model identification.

Mots clés: System identification; continuous-time model; instrumental variable

Domaines: Automatique / Robotique

Hugues Garnier. Data-based continuous-time modelling of dynamic systems. 4th International Symposium on Advanced Control of Industrial Processes, Adconip 2011, May 2011, Hangzhou, China. ⟨hal-00602928⟩