Frequency domain identification of continuous-time output error models, Part II: Non-uniformly sampled data and B-spline output approximation

This paper treats several aspects relevant to the identification 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 fitted in a mean square sense to measured data. The material presented here is based on a method proposed in a companion paper (Gillberg & Ljung, 2010) which deals with the same topic but for the case of uniformly sampled data. In this text it will be shown how that method suggests that the output should be reconstructed using a B-spline with uniformly distributed knots. This representation can then be used to directly identify the continuous-time system without proceeding via discretization. Only the relative degree of the model is used to choose the order of the spline.