A continuous-time framework for least squares parameter estimation

Samer Riachy 1, 2, *
* Corresponding author
1 NON-A - Non-Asymptotic estimation for online systems
CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189, Inria Lille - Nord Europe
Abstract : 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.
Document type :
Journal articles
Complete list of metadatas

Cited literature [15 references]  Display  Hide  Download

https://hal.inria.fr/hal-01080376
Contributor : Samer Riachy <>
Submitted on : Wednesday, November 5, 2014 - 10:26:44 AM
Last modification on : Friday, March 22, 2019 - 1:35:15 AM
Long-term archiving on: Friday, February 6, 2015 - 10:15:45 AM

File

Hal.pdf
Files produced by the author(s)

Identifiers

Collections

Citation

Samer Riachy. A continuous-time framework for least squares parameter estimation. Automatica, Elsevier, 2014, pp.6. ⟨10.1016/j.automatica.2014.10.055⟩. ⟨hal-01080376⟩

Share

Metrics

Record views

543

Files downloads

544