Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

V. Laurain; M. Gilson; H. Garnier; P. C. Young

doi:10.1109/CDC.2008.4738853

Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

V. Laurain^*, M. Gilson, H. Garnier, P. C. Young

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

34 Citations (Scopus)

Abstract

This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.

Original language	English
Title of host publication	Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1386-1391
Number of pages	6
ISBN (Print)	9781424431243
DOIs	https://doi.org/10.1109/CDC.2008.4738853
Publication status	Published - 2008
Event	47th IEEE Conference on Decision and Control, CDC 2008 - Cancun, Mexico Duration: 9 Dec 2008 → 11 Dec 2008

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	47th IEEE Conference on Decision and Control, CDC 2008
Country/Territory	Mexico
City	Cancun
Period	9/12/08 → 11/12/08

Access to Document

10.1109/CDC.2008.4738853

Cite this

Laurain, V., Gilson, M., Garnier, H., & Young, P. C. (2008). Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008 (pp. 1386-1391). Article 4738853 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2008.4738853

@inproceedings{aa9d6659f7e2450da5329749da3ac4b9,

title = "Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models",

abstract = "This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.",

author = "V. Laurain and M. Gilson and H. Garnier and Young, {P. C.}",

year = "2008",

doi = "10.1109/CDC.2008.4738853",

language = "English",

isbn = "9781424431243",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "1386--1391",

booktitle = "Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008",

address = "United States",

note = "47th IEEE Conference on Decision and Control, CDC 2008 ; Conference date: 09-12-2008 Through 11-12-2008",

}

Laurain, V, Gilson, M, Garnier, H & Young, PC 2008, Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models. in Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008., 4738853, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 1386-1391, 47th IEEE Conference on Decision and Control, CDC 2008, Cancun, Mexico, 9/12/08. https://doi.org/10.1109/CDC.2008.4738853

Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models. / Laurain, V.; Gilson, M.; Garnier, H. et al.
Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. Institute of Electrical and Electronics Engineers Inc., 2008. p. 1386-1391 4738853 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

AU - Laurain, V.

AU - Gilson, M.

AU - Garnier, H.

AU - Young, P. C.

PY - 2008

Y1 - 2008

N2 - This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.

AB - This article presents instrumental variable methods for direct continuous-time estimation of a Hammerstein model. The non-linear function is a sum of known basis functions and the linear part is a Box-Jenkins model. Although the presented algorithm is not statistically optimal, this paper further shows the performance of the presented algorithms and the advantages of continuous-time estimation on relevant simulations.

UR - http://www.scopus.com/inward/record.url?scp=62949113618&partnerID=8YFLogxK

U2 - 10.1109/CDC.2008.4738853

DO - 10.1109/CDC.2008.4738853

M3 - Conference contribution

SN - 9781424431243

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 1386

EP - 1391

BT - Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 47th IEEE Conference on Decision and Control, CDC 2008

Y2 - 9 December 2008 through 11 December 2008

ER -

Laurain V, Gilson M, Garnier H, Young PC. Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008. Institute of Electrical and Electronics Engineers Inc. 2008. p. 1386-1391. 4738853. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC.2008.4738853

Refined instrumental variable methods for identification of Hammerstein continuous-time box-jenkins models

Abstract

Publication series

Conference

Access to Document

Other files and links

Fingerprint

Cite this