Title :
Frequency domain system identification with missing data
Author :
Pintelon, R. ; Schoukens, J.
Author_Institution :
Dept. of Electr. Eng., Vrije Univ., Brussels, Belgium
fDate :
2/1/2000 12:00:00 AM
Abstract :
This paper presents a frequency domain solution to the system identification problem with missing data in the input and output signals. No particular pattern for the missing data is assumed. The approach does not require a (parametric) model for the input signal, works for any model structure (ARX, ARMAX, OE, errors-in-variables, etc.) can be applied to discrete time as well as continuous time models. The key idea is to treat the missing data as unknown parameters
Keywords :
continuous time systems; discrete time systems; frequency-domain analysis; identification; continuous time systems; discrete time systems; frequency domain analysis; missing data; model structure; system identification; Continuous time systems; Data communication; Frequency domain analysis; Laboratories; Maximum likelihood estimation; Signal processing; System identification; Time measurement; Time series analysis; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
