Title :
Frequency domain system identification with missing data
Author :
Pintelon, R. ; Schoukens, J.
Author_Institution :
Dept. Electr., Vrije Univ., Brussels, Belgium
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, Box-Jenkins, errors-in-variables, etc.), and 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; signal processing; transfer functions; continuous time models; discrete time models; frequency domain analysis; missing data; system identification; transfer function; Continuous time systems; Data communication; Equations; Frequency domain analysis; Laboratories; Least squares methods; System identification; Time measurement; Time series analysis; Transfer functions;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.760766
