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Communication Dans Un Congrès Année : 2009

Instrumental variable method for identifying fractional Box-Jenkins models

Résumé

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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Dates et versions

hal-00401533 , version 1 (03-07-2009)

Identifiants

  • HAL Id : hal-00401533 , version 1

Citer

Stéphane Victor, Rachid R. 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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