Continuous-Time Model Identification and State Estimation Using Non-Uniformly Sampled Data

Continuous-Time Model Identification and State Estimation Using Non-Uniformly Sampled Data

This contribution reviews theory, algorithms, and validation results for system identification of continuous-time state-space models from finite inputoutput sequences. The algorithms developed are autoregressive methods, methods of subspace-based model identification and stochastic realization adapted to the continuous-time context. The resulting model can be decomposed into an input-output mod...

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

This paper treats the identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time domains, but this approach becomes somewhat complex, especially for non-uniformly sampled data. In this paper we assume that the system is fed with a zero order hold input signal and that the sampling rate is so hig...

Downsampling Non-Uniformly Sampled Data

Decimating a uniformly sampled signal a factor D involves low-pass antialias filtering with normalized cutoff frequency 1/D followed by picking out every Dth sample. Alternatively, decimation can be done in the frequency domain using the fast Fourier transform (FFT) algorithm, after zero-padding the signal and truncating the FFT. We outline three approaches to decimate nonuniformly sampled sign...

Identification of Continuous-time Models from Sampled Data

Parameter Estimation for Nonlinear Continuous- Time State-space Models from Sampled Data

The problem of parameter estimation for nonlinear state-space models is addressed. Two approaches to this problem are presented: (1) the state-augmentation approach, which consists of including the unknown system parameters in the state vector and estimating them through a state estimator, and (2) the prediction-error approach, which consists of tuning a predictor such that it will give optimal...