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Least squares identification for continuous-time systems

  • Stochastic Dynamical Systems Systemes Dynamiques Stochastiques
  • Conference paper
  • First Online:
Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 28))

Abstract

In this paper for the continuous-time system the least squares identification is defined and its consistency is proved. Its discrete-time analog is also demonstrated and our result is compared with the well-known ones. It is also shown that the discrete least squares estimate based on the sampled data of the continuous-time system here considered is in general not consistent.

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Authors and Affiliations

  1. Institute of Systems Science and Mathematical Sciences, Academia Sinica, Peking, China

    H. F. Chen

Authors
  1. H. F. Chen
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Editor information

A. Bensoussan J. L. Lions

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© 1980 Springer-Veralg

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Chen, H.F. (1980). Least squares identification for continuous-time systems. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 28. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004047

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  • DOI: https://doi.org/10.1007/BFb0004047

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10472-8

  • Online ISBN: 978-3-540-38489-2

  • eBook Packages: Springer Book Archive

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