Identification of Continuous-Time Models
Författare
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
Avdelning/ar
Publiceringsår
1994
Språk
Engelska
Sidor
887-897
Publikation/Tidskrift/Serie
IEEE Transactions on Signal Processing
Volym
42
Issue
4
Dokumenttyp
Artikel i tidskrift
Förlag
IEEE - Institute of Electrical and Electronics Engineers Inc.
Ämne
- Control Engineering
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1053-587X