Title :
Identification of continuous-time systems with missing data
Author :
Pintelon, Rik ; Schoukens, Johan
Author_Institution :
Dept. of Electr. Meas., Vrije Univ., Brussels, Belgium
fDate :
6/1/1999 12:00:00 AM
Abstract :
This paper treats the identification of continuous-time systems with missing data in the input and output signals. A frequency-domain solution based on an extended transfer function model is given. The basic idea of the approach is to treat the missing data as unknown parameters in the identification problem. No particular pattern for the missing data is assumed. The method is illustrated on simulation and real measurement examples
Keywords :
continuous time systems; frequency-domain analysis; identification; maximum likelihood estimation; simulation; transfer functions; arbitrary signals; continuous-time systems; extended transfer function model; frequency-domain solution; identification; input signals; maximum likelihood estimator; missing data; output signals; real measurement; simulation; unknown parameters; Discrete Fourier transforms; Electric variables measurement; Frequency domain analysis; Laboratories; Polynomials; Sampling methods; Signal processing; System identification; Time series analysis; Transfer functions;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
