Bias analysis of continuous-time model identification from filtered sample output data

Title: Bias analysis of continuous-time model identification from filtered sample output data
Creator: Hu, Xiao-Li; Welsh, James S.
Relation: 51st IEEE Conference on Decision and Control (CDC 2012). Proceedings of the 51st IEEE Conference on Decision and Control (Maui, HI 10-13 December, 2012) p. 208-213
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2012
Description: The purpose of this paper is to present some issues that arise when applying a traditional continuous-time approach to system identification. In particular, we consider the bias that is introduced into the continuous-time model through the use of sampled data which is filtered to recover the derivative of the continuous time signals. We find that this error has two constituent components, one being related to the sample size, as expected, the other related to the sample period. The results are confirmed by simulation examples.
Subject: continuous time systems; filtering theory; identification; signal processing
Identifier: http://hdl.handle.net/1959.13/1305476
Identifier: uon:21054
Identifier: ISBN:9781467320658
Language: eng
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