Frequency domain identification of continuous-time output error models, Part I: Uniformly sampled data and frequency function approximation

Authors:
Jonas Gillberg;Lennart Ljung
Affiliations:
IPCOSAptitude Ltd, Babraham Road, Cambridge CB22 3GN, UK;Department of Electrical Engineering, Linköping University, SE-581 83 Linköping, Sweden
Venue:
Automatica (Journal of IFAC)
Year:
2010

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Abstract

This paper treats several aspects relevant to identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time and frequency domains. This approach becomes somewhat complex, especially for non-uniformly sampled data. We study various ways to approximate the exact method for reasonably fast sampling. While an objective is to gain insights into the non-uniform sampling case, this paper only gives explicit results for uniform sampling.