| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 722269 | IFAC Proceedings Volumes | 2006 | 6 Pages |
Abstract
Continuous-time identification is applied to an errors-in-variables setting. A continuous-time model is fitted to data consisting of discrete-time noise corrupted input and output measurements. The noise-free input is modelled as a continuous-time ARMA process. It is described how the Cramér-Rao lower bound for the estimation problem can be computed. Several parameter estimation approaches for the problem are presented, and also illustrated in a short numerical study.
Related Topics
Physical Sciences and Engineering
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