Title :
Fourth order cumulants in EIV system identification using fractional models. An electronic application
Author :
Chetoui, Manel ; Thomassin, Magalie ; Malti, Rachid ; Aoun, Mohamed ; Abdelkrim, Mohamed Naceur
Author_Institution :
Lab. IMS, Univ. de Bordeaux, Talence, France
Abstract :
This paper considers the problem of identifying continuous-time fractional systems from noisy input/output measurements. Firstly, the differentiation orders are fixed and the differential equation coefficients are estimated using an estimator based on Higher-Order Statistics: fractional fourth-order cumulants based least squares (ffocls). Then, the commensurate order is estimated along with the differential equation coefficients using a non linear optimization technique combined to the ffocls algorithm (co-ffocls). Under some assumptions on the distributional properties of additive noises and the noise-free input signals, the developed estimators give consistent results. Hence, the noise-free input signal is assumed to be non gaussian, whereas the additive noises are assumed to be gaussian. The performances of the developed algorithms are assessed through a practical application for modeling a real electronic system.
Keywords :
continuous time systems; differential equations; nonlinear systems; optimisation; EIV system identification; co-ffocls; continuous-time fractional systems; differential equation coefficients; electronic application; ffocls algorithm; fourth order cumulants; fractional fourth-order cumulants based least squares; fractional models; higher-order statistics; noise-free input signals; noisy input/output measurements; nonlinear optimization technique; real electronic system; Equations; Higher order statistics; Least squares approximations; Mathematical model; Noise measurement; Transfer functions; Vectors; Higher-Order Statistics; commensurate order; continuous-time; electronic system; errors-in-variables; fourth-order cumulants; fractional differentiation; system identification;
Conference_Titel :
Fractional Differentiation and Its Applications (ICFDA), 2014 International Conference on
Conference_Location :
Catania
DOI :
10.1109/ICFDA.2014.6967436