Identification with stochastic sampling time jitter

This work investigates how stochastic unmeasurable sampling jitter noise affects the result of system identification, and proposes a modification of known approaches to mitigate the effects of sampling jitter. By just assuming conventional additive measurement noise, the analysis shows that the identified model will get a bias in the transfer function amplitude that increases for higher frequencies. A frequency domain approach with a continuous time system model allows an analysis framework for sampling jitter noise. The bias and covariance in the frequency domain model are derived. This is used in bias compensated (weighted) least squares algorithms, and by asymptotic arguments this leads to a maximum likelihood algorithm. Continuous time output error models are used for numerical illustrations.