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

نویسندگان

  • Jonas Gillberg
  • Lennart Ljung
چکیده

This paper treats 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 and frequency domains. This approach becomes somewhat complex, especially for non-uniformly sampled data. We study various ways to approximate the exact method for reasonably fast sampling. While an objective is to gain insights into the non-uniform sampling case, this paper only gives explicit results for uniform sampling.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

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...

متن کامل

Frequency-Domain Identification of Continuous-Time Output ErrorModels Part I - Uniformly Sampled Data and Frequency Function Estimation , Report no. LiTH-ISY-R-2986

This paper treats identi cation 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 and frequency domains. This approach becomes somewhat complex, especially for non-uniformly sampled data. We study various ways to approximate the exact method for reasonably fast sampling. While an objective is to gain ...

متن کامل

Frequency-Domain Identification of Continuous-Time Output ErrorModels Part II - Non-uniformly Sampled Data and B-spline Output Approximation , Report no. LiTH-ISY-R-2987

This paper concerns the subject of identi cation of continuous-time output error (OE) models based on non-uniformly sampled output data. The exact method for doing this is well known in the time-domain, where the continuous-time system is discretized, simulated and the result is tted in a mean square sense to measured data. The material presented here is based on a method proposed in a sister p...

متن کامل

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...

متن کامل

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...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005