System identification: theory for the user
System identification: theory for the user
System identification
Identification of continuous systems
Identification of continuous systems
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In this paper we present an algorithm for continuous-time model identification from sample data using the weighted power moments of the output signal of a linear, time-invariant system. While most of the latest methods used in identification utilize a discrete-time model, the moments method is an alternative approach to directly identify a continuous-time model from discrete-time data. The method defines a set of relationships between the power series coefficients of a stable transfer function and the power moments of the output signal of this system. Based on these relations, an algorithm for off-line parameter identification is developed. The method is applied to identify the parameters of a real experimental platform.