Identification of linear continuous-time systems under irregular and random output sampling

doi:10.1016/j.automatica.2015.07.009

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	Identification of linear continuous-time systems under irregular and random output sampling
	Mu, Biqiang1 ; Guo, Jin 2; Wang, Le Yi 3; Yin, George 4; Xu, Lijian 5; Zheng, Wei Xing 6
	2015-10-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	60 页码:100-114
摘要	This paper considers the problem of identifiability and parameter estimation of single-input-single-output, linear, time-invariant, stable, continuous-time systems under irregular and random sampling schemes. Conditions for system identifiability are established under inputs of exponential polynomial types and a tight bound on sampling density. Identification algorithms of Gauss-Newton iterative types are developed to generate convergent estimates. When the sampled output is corrupted by observation noises, input design, sampling times, and convergent algorithms are intertwined. Persistent excitation (PE) conditions for strongly convergent algorithms are derived. Unlike the traditional identification, the PE conditions under irregular and random sampling involve both sampling times and input values. Under the given PE conditions, iterative and recursive algorithms are developed to estimate the original continuous-time system parameters. The corresponding convergence results are obtained. Several simulation examples are provided to verify the theoretical results. (C) 2015 Elsevier Ltd. All rights reserved.
关键词	Linear continuous-time system Irregular and random sampling Identifiability Iterative algorithm Recursive algorithm Strong consistency Asymptotical normality
DOI	10.1016/j.automatica.2015.07.009
语种	英语
资助项目	National Key Basic Research Program of China (973 program)[2014CB845301] ; NSF of China[61273193] ; NSF of China[61120106011] ; NSF of China[61134013] ; NSF of China[61403027] ; Army Research Office[W911NF-15-1-0218] ; Australian Research Council[DP120104986]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000361073600014
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20781
专题	系统科学研究所
通讯作者	Mu, Biqiang
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Being 100190, Peoples R China 2.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China 3.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA 4.Wayne State Univ, Dept Math, Detroit, MI 48202 USA 5.SUNY, Farmingdale State Coll, Dept Elect & Comp Engn Technol, Farmingdale, NY 11735 USA 6.Univ Western Sydney, Sch Comp Engn & Math, Sydney, NSW 2751, Australia
推荐引用方式 GB/T 7714	Mu, Biqiang,Guo, Jin,Wang, Le Yi,et al. Identification of linear continuous-time systems under irregular and random output sampling[J]. AUTOMATICA,2015,60:100-114.
APA	Mu, Biqiang,Guo, Jin,Wang, Le Yi,Yin, George,Xu, Lijian,&Zheng, Wei Xing.(2015).Identification of linear continuous-time systems under irregular and random output sampling.AUTOMATICA,60,100-114.
MLA	Mu, Biqiang,et al."Identification of linear continuous-time systems under irregular and random output sampling".AUTOMATICA 60(2015):100-114.