Blind Nonparametric Estimation of SISO Continuous-time Systems

Title: Blind Nonparametric Estimation of SISO Continuous-time Systems
Creator: Elton, Augustus; González, Rodrigo A.; Welsh, James S.; Oomen, Tom; Rojas, Cristian R.
Relation: 22nd IFAC World Congress. Proceedings of 22nd IFAC World Congress (Yokohama, Japan 9 -14 July, 2023) p. 4222-4227
Publisher Link: http://dx.doi.org/10.1016/j.ifacol.2023.10.1777
Publisher: Elsevier
Resource Type: conference paper
Date: 2023
Description: Blind system identification is aimed at finding parameters of a system model when the input is inaccessible. In this paper, we propose a blind system identification method that delivers a single-input single-output, continuous-time model in a nonparametric kernel form. We take advantage of the representer theorem to form a joint maximum a posteriori estimator of the input and system impulse response. The identified system model and input are optimised in sequence to overcome the blind problem with generalised cross validation used to select appropriate hyperparameters given some fixed input sequence. We demonstrate via Monte Carlo simulations the accuracy of the method in terms of estimating the input.
Subject: continuous-time system identification; nonparametric methods; identifiability
Identifier: http://hdl.handle.net/1959.13/1500508
Identifier: uon:54940
Identifier: ISBN:9781713872344
Language: eng
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