Robust identification of continuous-time models with arbitrary time-delay from irregularly sampled data

Refined Instrumental Variable Identification of Continuous-Time OE and BJ Models from Irregularly Sampled Data

This paper looks at the problem of system identification from non-uniformly sampled input-output data. It describes how refined instrumental variable estimators can be derived to directly identify the parameters of continuous-time output error and Box-Jenkins transfer function models from irregularly sampled data. Monte Carlo simulation analysis is used to illustrate the properties of the propo...

Identification of Continuous-time Models from Sampled Data

Parameter and Delay Estimation of Continuous-time Models from Irregularly Sampled Output

Linear filter approach might be the most commonly used method for continuous-time identification. Recently we have proposed a new linear filter method for simultaneous estimation of time delay and other parameters of continuous-time models in (Ahmed et al., 2006). The proposed method involves choice of filter parameters and the filter structure is restricted to all real pole form. In this paper...

Spectral Analysis of Irregularly Sampled Data with Time Series Models

Slotted resampling transforms an irregularly sampled process into an equidistant missing-data problem. Equidistant resampling inevitably causes bias, due to aliasing and the shift of the irregular observation times to an equidistant grid. Taking a slot width smaller than the resampling time can diminish the shift bias. A dedicated estimator for time series models of multiple slotted data sets w...

Time domain identification of continuous-time systems with time delay using output error method from sampled data

This paper presents an off-line time domain output error identification algorithm for linear continuous-time systems with time delay from sampled data. The proposed method use a NonLinear Programming algorithm and needs an initialization step that is also proposed from a modification of the Yang algorithms. Simulations, as illustrated by Monte-Carlo runs, show that the obtained parameters are u...