This paper deals with continuous-time system identification using fractional differentiation models in a colored noisy output context. An optimal instrumental variable method for identifying hybrid fractional Box-Jenkins models is described. The relationship between the measured input and the output is a fractional continuous-time transfer function, and the noise is a discrete-time AR or ARMA process. The method is illustrated on a simulation example.
- Design Engineering Division and Computers in Engineering Division
Instrumental Variable Method for Identifying Fractional Box-Jenkins Models
Victor, S, Malti, R, & Oustaloup, A. "Instrumental Variable Method for Identifying Fractional Box-Jenkins Models." Proceedings of the ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. Volume 4: 7th International Conference on Multibody Systems, Nonlinear Dynamics, and Control, Parts A, B and C. San Diego, California, USA. August 30–September 2, 2009. pp. 1197-1204. ASME. https://doi.org/10.1115/DETC2009-86984
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