Brief Box-Jenkins continuous-time modeling

Authors:
R. Pintelon;J. Schoukens;Y. Rolain
Affiliations:
Department of ELEC, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium;Department of ELEC, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium;Department of ELEC, Vrije Universiteit Brussel, Pleinlaan 2, 1050 Brussels, Belgium
Venue:
Automatica (Journal of IFAC)
Year:
2000

Citing 9
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Abstract

This paper treats the identification of continuous-time models using arbitrary band-limited excitation signals. A modeling approach is presented that has the following two advantages: (1)asymptotically (the amount of data tends to infinity) there is no approximation error over the complete frequency band from DC to Nyquist, (2)it allows to identify general parametric noise models. The key idea is to combine a continuous-time plant model with a discrete-time noise model (=hybrid Box-Jenkins model structure).