Identification of continuous-time transfer function models from non-uniformly sampled data in presence of colored noise

Title: Identification of continuous-time transfer function models from non-uniformly sampled data in presence of colored noise
Creator: Chen, F.; Garnier, H.; Gilson, M.; Agüero, J. C.; Godoy, B. I.
Relation: 19th World Congress of the International Federation of Automatic Control (IFAC 2014). Proceedings of the 19th IFAC World Congress, 2014 (Cape Town, South Africa 24-29 August, 2014) p. 10379-10384
Publisher Link: http://dx.doi.org/10.3182/20140824-6-ZA-1003.01049
Publisher: International Federation of Automatic Control (IFAC)
Resource Type: conference paper
Date: 2014
Description: This paper considers the problem of continuous-time model identification from non-uniformly sampled input-output data, having the measured output corrupted by colored noise. We concentrate on the continuous-time transfer function model identification. A Box-Jenkins model structure is used to describe the system, thus providing independent parameterizations for the plant and the noise. Monte Carlo simulation analysis is also used to illustrate the properties of the proposed estimation method.
Subject: continuous-time models; instrumental variable; non-uniform sampling; CARMA model estimation; system identification
Identifier: http://hdl.handle.net/1959.13/1297422
Identifier: uon:19442
Identifier: ISBN:9783902823625
Language: eng
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