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Identification of nonlinear errors-in-variables models

delete2003-12-01
delete31
PRE
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István Vajk *
J
J. Hetthéssy
DOI:10.1016/j.automatica.2003.06.001delete
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Abstract

Abstract

En 中文
The paper is about a generalization of a classical eigenvalue-decomposition method originally developed for errors-in-variables linear system identification to handle an important class of nonlinear problems. A number of examples are presented to call the attention to the most critical part of the procedure turning the identification problem to a generalized eigenvalue-eigenvector calculation problem with symmetrical matrices. The elaborated method generates consistent parameter estimation. Simulation results demonstrate the effectiveness of the proposed algorithm. (C) 2003 Elsevier Ltd. All rights reserved.
Keywords:
errors-in-variables model
nonlinear system identification
eigenvalue-eigenvector decomposition
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Journal

Automatica cover
Automatica
IF:
5.9
Papers:
1.2W
Citations:
5.2W

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