Continuous-Time Identification

In English This chapter considers the problem of estimation of the transfer function of a continuous-time dynamic system in the presence of colored noise. Whereas parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm, an operator transformation permits a continuous-time model parameterization. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and to maintain a physical interpretation of the transfer function results.