Title :
System identification by approximating the differentiation operator-accuracy analysis and results
Author :
Mossberg, M. ; Soderstrom, T.
Author_Institution :
Dept. of Syst. und Control, Inf. Technol., Uppsala Univ., Uppsala, Sweden
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
An analysis of a method for identifying continuous-time ARX processes from discrete-time data is given. The differentiation operator is replaced by an approximation, such as the delta operator. An expression for the covariance matrix in the case of a large but finite number of data is derived and illustrated with numerical examples.
Keywords :
approximation theory; continuous time systems; covariance matrices; discrete time systems; identification; approximation operator; continuous-time ARX process; covariance matrix; discrete-time data; system identification; Approximation methods; Covariance matrices; Data models; Estimation; Europe; Signal to noise ratio; White noise; continuous-time ARX processes; identification;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
