超関数の概念を用いた連続時間確率システムの部分空間同定 [in Japanese] Subspace-based Identification for Continuous-Time Stochastic Systems via Distribution-Theoretic Approach [in Japanese]
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This paper presents a novel approach for system identification of continuous-time stochastic state space models from random input-output continuous data. The approach is based on the introduction of the random distribution theory in describing the (higher) time derivatives of stochastic processes, and the input-output algebraic relationship is derived which is treated in the time-domain. The efficacy of the approach proposed is examined by comparing with other approaches employing the filters.
- Transactions of the Institute of Systems, Control and Information Engineers
Transactions of the Institute of Systems, Control and Information Engineers 13(7), 338-345, 2000-07-15
THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)