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Third order cumulants based method for continuous-time errors-in-variables system identification by fractional models

Abstract : This paper deals with continuous-time system identification using fractional models in a noisy input/output context. The third-order cumulants based least squares method (tocls) is extended here to fractional models. The derivatives of the third-order cumulants are computed using a new fractional state variable filter. A numerical example is used to demonstrate the performance of the proposed method called ftocls (fractional third-order cumulants based least squares). The effect of the signal-to-noise ratio and the hyperparameter is studied.
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https://hal.archives-ouvertes.fr/hal-00668346
Contributor : Valérie Abel <>
Submitted on : Thursday, February 9, 2012 - 4:18:12 PM
Last modification on : Tuesday, March 31, 2020 - 2:12:19 PM

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Manel Chetoui, Rachid Malti, Magalie Thomassin, Mohamed Aoun, Slaheddine Najar, et al.. Third order cumulants based method for continuous-time errors-in-variables system identification by fractional models. 8th International Conference on Systems, Signals & Devices, SSD'11, Mar 2011, Sousse, Tunisia. pp.CDROM, ⟨10.1109/SSD.2011.5767441⟩. ⟨hal-00668346⟩

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