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Third-order cumulants based method for continuous-time Errors-In-Variables system identification by fractional models

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6 Author(s)
Chetoui, M. ; Lab. de l''Integration du Materiau au Syst., Univ. de Bordeaux, Talence, France ; Malti, R. ; Thomassin, M. ; Aoun, M.
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This paper deals with continuous-time system identification using fractional models in a noisy input/output context. The third-order cumulants based least squares method (tocls) is extended here to fractional models. The derivatives of the third-order cumulants are computed using a new fractional state variable filter. A numerical example is used to demonstrate the performance of the proposed method called ftocls (fractional third-order cumulants based least squares). The effect of the signal-to-noise ratio and the hyperparameter is studied.

Published in:

Systems, Signals and Devices (SSD), 2011 8th International Multi-Conference on

Date of Conference:

22-25 March 2011