New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models

  • Authors:
  • Manel Chetoui;Magalie Thomassin;Rachid Malti;Mohamed Aoun;Slaheddine Najar;Mohamed Naceur Abdelkrim;Alain Oustaloup

  • Affiliations:
  • -;-;-;-;-;-;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2013

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Abstract

The errors-in-variables identification problem concerns dynamic systems in which input and output signals are contaminated by an additive noise. Several estimation methods have been proposed for identifying dynamic errors-in-variables rational models. This paper presents new consistent methods for order and coefficient estimation of continuous-time systems by errors-in-variables fractional models. First, differentiation orders are assumed to be known and only differential equation coefficients are estimated. Two estimators based on Higher-Order Statistics (third-order cumulants) are developed: the fractional third-order based least squares algorithm (ftocls) and the fractional third-order based iterative least squares algorithm (ftocils). Then, they are extended, using a nonlinear optimization algorithm, to estimate both the differential equation coefficients and the commensurate order. The performances of the proposed algorithms are illustrated with a numerical example.