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Frequency-Domain Identification of Continuous-Time Output Error Models from Sampled Data

Authors:Gillberg Jonas, Linköping University, Sweden
Ljung Lennart, Linköping University, Sweden
Topic:1.1 Modelling, Identification & Signal Processing
Session:Identification of Continuous Time Systems
Keywords: Continuous-time systems; Parameter estimation; Continuous-time OE

Abstract

his paper treats identification ofcontinuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data givenin the time and frequency domains. This approach becomes somewhatcomplex, especially for non-uniformly sampled data. We studyvarious ways to approximate the exact method for reasonably fastsampling. While an objective is to gain insights into thenon-uniform sampling case, this paper only gives explicit resultsfor uniform sampling.