Continuous-time MISO fractional system identification using higher-order-statistics

Abstract

In this paper, the problem of identifying Multiple-Input-Single-Output (MISO) systems with fractional models from noisy input-output available data is studied. The proposed idea is to use Higher-Order-Statistics (HOS), like fourth-order cumulants (foc), instead of noisy measurements. Thus, a fractional fourth-order cumulants based-simplified and refined instrumental variable algorithm (frac-foc-sriv) is first developed. Assuming that all differentiation orders are known a priori, it consists in estimating the linear coefficients of all Single-Input-Single-Output (SISO) sub-models composing the MISO model. Then, the frac-foc-sriv algorithm is combined with a nonlinear optimization technique to estimate all the parameters: coefficients and orders. The performances of the developed algorithms are analyzed using numerical examples. Thanks to fourth-order cumulants, which are insensitive to Gaussian noise, and the iterative strategy of the instrumental variable algorithm, the parameters estimation is consistent.