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Instrumental variable method for identifying fractional Box-Jenkins models

Abstract : 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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https://hal.archives-ouvertes.fr/hal-00401533
Contributor : Rachid Malti <>
Submitted on : Friday, July 3, 2009 - 1:05:06 PM
Last modification on : Tuesday, March 31, 2020 - 2:12:13 PM

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  • HAL Id : hal-00401533, version 1

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Stéphane Victor, Rachid Malti, Alain Oustaloup. Instrumental variable method for identifying fractional Box-Jenkins models. 2009 ASME International Design Engineering Technical Conferences (DETC), Aug 2009, San Diego, CA, United States. pp.DETC2009-86984. ⟨hal-00401533⟩

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