CRC Press Identification of Continuous-Time Systems: Linear and Robust Parameter Estimation (Engineering Systems and Sustainability)

Models of dynamical systems are required for various purposes in the field of systems and control. The models are handled either in discrete time (DT) or in continuous time (CT). Physical systems give rise to models only in CT because they are based on physical laws which are invariably in CT. In system identification, indirect methods provide DT models which are then converted into CT. Methods of directly identifying CT models are preferred to the indirect methods for various reasons. The direct methods involve a primary stage of signal processing, followed by a secondary stage of parameter estimation. In the primary stage, the measured signals are processed by a general linear dynamic operation―computational or realized through prefilters, to preserve the system parameters in their native CT form―and the literature is rich on this aspect. In this book: Identification of Continuous-Time Systems-Linear and Robust Parameter Estimation, Allamaraju Subrahmanyam and Ganti Prasada Rao consider CT system models that are linear in their unknown parameters and propose robust methods of estimation. This book complements the existing literature on the identification of CT systems by enhancing the secondary stage through linear and robust estimation. In this book, the authors provide an overview of CT system identification, consider Markov-parameter models and time-moment models as simple linear-in-parameters models for CT system identification, bring them into mainstream model parameterization via basis functions, present a methodology to robustify the recursive least squares algorithm for parameter estimation of linear regression models, suggest a simple off-line error quantification scheme to show that it is possible to quantify error even in the absence of informative priors, and indicate some directions for further research. This modest volume is intended to be a useful addition to the literature on identifying CT systems. About the Author Allamaraju Subrahmanyam (aka Subbu Allamaraju) received B.Tech. Degree in Electrical & Electronics Engineering from the Jawaharlal Nehru Technological University College of Engineering, Kakinada in 1990. In 1992, he received M.Tech. Degree in Control Systems Engineering and the Ph.D degree in 1995 both from the Indian Institute of Technology, Kharagpur, India. Subbu is currently a Vice President of Technology at the Expedia Group, based in Seattle, Washington State, USA, where he leads several technology initiatives. His areas of current work include cloud computing, distributed systems, and automation of large-scale systems. He is a frequent speaker at various technology conferences on these topics. He also volunteers his time as an Expert-in-Residence at RippleWorks providing guidance for non-profits and social ventures. Prior to his current role, Subbu was a Distinguished Engineer at eBay Inc. for five years, where he helped build eBay’s private cloud platform across multiple data centers. He also served in various software engineering roles in other technology companies like BEA Systems (now part of Oracle Corporation), Yahoo Inc., Wipro Infotech, and Computervision (now part of Parametric Technology Corporation). Over the many years of his work in the USA he published four books: RESTful Web Services Cookbook, O'Reilly Media (March 2010) Professional Java Servlets 2.3, January 2002 Professional Java Server Programming J2EE, 1.3 Edition, Wrox (August 2001) Professional Java E-Commerce, Wrox (January, 2001) Earlier he published several research papers on Identification of Continuous Time systems using Markov Parameters and Time Moments. GANTI PRASADA RAO received the B.E. degree in Electrical Engineering from Andhra University, India in 1963, M.Tech. (Control Systems Engineering) and Ph.D. degrees in Electrical Engineering in 1965 and 1970 respectively, both from the Indian Institute of Technology (IIT), Kharagp