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Fourth-order cumulants based method for continuous-time EIV fractional model identification

Abstract : The errors-in-variables (EIV) system identification problem concerns the dynamic systems whose discrete input and output are corrupted by additive noises, that can be white, colored and/or mutually correlated. In this paper, a new estimator based on Higher-Order Statistics (fourth-order cumulants) is proposed for continuous-time system identification with fractional models. Under some assumptions on the distributional properties of the noise and noisefree signals, the fractional fourth-order cumulants based least squares (ffocls) estimator gives consistent results. A numerical example illustrates the performance of the proposed method.
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https://hal.archives-ouvertes.fr/hal-00869313
Contributor : Rachid Malti <>
Submitted on : Wednesday, October 2, 2013 - 11:19:14 PM
Last modification on : Tuesday, March 31, 2020 - 2:12:19 PM

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Manel Chetoui, Rachid Malti, Magalie Thomassin, Slaheddine Najar, Mohamed Aoun, et al.. Fourth-order cumulants based method for continuous-time EIV fractional model identification. 10th International Multi-Conference on Systems, Signals and Devices, SSD 2013, Mar 2013, Hammamet, Tunisia. pp.CDROM, ⟨10.1109/SSD.2013.6564119⟩. ⟨hal-00869313⟩

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