A continuous-time framework for least squares parameter estimation

Riachy, Samer

Type de document :

Compte-rendu et recension critique d'ouvrage

DOI :

10.1016/j.automatica.2014.10.055

Titre :

A continuous-time framework for least squares parameter estimation

Auteur(s) :

Riachy, Samer [Auteur correspondant]
Non-Asymptotic estimation for online systems [NON-A]
Laboratoire QUARTZ [QUARTZ ]

Titre de la revue :

Automatica

Pagination :

Éditeur :

Elsevier

Date de publication :

2014-10-27

ISSN :

0005-1098

Mot(s)-clé(s) en anglais :

least squares
parameter estimation
estimation under noise
Sobolev spaces
Evolution equations

Discipline(s) HAL :

Informatique [cs]/Automatique

Résumé en anglais : [en]

This paper proposes a continuous-time framework for the least-squares parameter estimation method through evolution equations. Nonlinear systems in the standard state space representation that are linear in the unknown, ...
Lire la suite >This paper proposes a continuous-time framework for the least-squares parameter estimation method through evolution equations. Nonlinear systems in the standard state space representation that are linear in the unknown, constant parameters are investigated. Two estimators are studied. The first one consists of a linear evolution equation while the second one consists of an impulsive linear evolution equation. The paper discusses some theoretical aspects related to the proposed estimators: uniqueness of a solution and an attractive equilibrium point which solves for the unknown parameters. A deterministic framework for the estimation under noisy measurements is proposed using a Sobolev space with negative index to model the noise. The noise can be of large magnitude. Concrete signals issued from an electronic device are used to discuss numerical aspects.Lire moins >

Langue :

Anglais

Vulgarisation :

Non

Collections :