Identification of continuous-time models

Author

Johansson, Rolf

Author_Institution

Dept. of Autom. Control, Lund Inst. of Technol., Sweden

Volume

42

Issue

4

fYear

1994

fDate

4/1/1994 12:00:00 AM

Firstpage

887

Lastpage

897

Abstract

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

Keywords

maximum likelihood estimation; parameter estimation; signal processing; transient response; ARMAX-model; colored noise; continuous-time dynamic system; continuous-time models; continuous-time parametrization; discrete-time maximum-likelihood algorithm; operator transformation; parameter estimation; transfer function; Colored noise; Context modeling; Control system synthesis; Control systems; Frequency response; Helium; Maximum likelihood estimation; Parameter estimation; Polynomials; Transfer functions;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.285652

Filename

285652