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.
Type de document :
Communication dans un congrès
2009 ASME International Design Engineering Technical Conferences (DETC), Aug 2009, San Diego, CA, United States. pp.DETC2009-86984, 2009
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00401533
Contributeur : Rachid Malti <>
Soumis le : vendredi 3 juillet 2009 - 13:05:06
Dernière modification le : vendredi 16 février 2018 - 19:10:01

Identifiants

  • HAL Id : hal-00401533, version 1

Citation

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, 2009. 〈hal-00401533〉

Partager

Métriques

Consultations de la notice

115