DocumentCode
1328181
Title
Frequency domain system identification with missing data
Author
Pintelon, R. ; Schoukens, J.
Author_Institution
Dept. of Electr. Eng., Vrije Univ., Brussels, Belgium
Volume
45
Issue
2
fYear
2000
fDate
2/1/2000 12:00:00 AM
Firstpage
364
Lastpage
369
Abstract
This paper presents a frequency domain solution to the system identification problem with missing data in the input and output signals. No particular pattern for the missing data is assumed. The approach does not require a (parametric) model for the input signal, works for any model structure (ARX, ARMAX, OE, errors-in-variables, etc.) can be applied to discrete time as well as continuous time models. The key idea is to treat the missing data as unknown parameters
Keywords
continuous time systems; discrete time systems; frequency-domain analysis; identification; continuous time systems; discrete time systems; frequency domain analysis; missing data; model structure; system identification; Continuous time systems; Data communication; Frequency domain analysis; Laboratories; Maximum likelihood estimation; Signal processing; System identification; Time measurement; Time series analysis; Transfer functions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.839967
Filename
839967
Link To Document