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Identification of Continuous-Time Models

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Author

Summary, in English

The paper considers the problem of estimation of the transfer function of a continuous-time dynamic system in the presence of colored noise. The author introduces an operator transformation that allows for keeping a continuous-time parametrization whereas the parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm. A comparison is made between the performance of the new method in comparison with a standard identification of an ARMAX-model. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and where it is important to maintain a physical interpretation of the transfer function results

Publishing year

1994

Language

English

Pages

887-897

Publication/Series

IEEE Transactions on Signal Processing

Volume

42

Issue

4

Document type

Journal article

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Control Engineering

Status

Published

ISBN/ISSN/Other

  • ISSN: 1053-587X