• DocumentCode
    337713
  • Title

    Frequency domain system identification with missing data

  • Author

    Pintelon, R. ; Schoukens, J.

  • Author_Institution
    Dept. Electr., Vrije Univ., Brussels, Belgium
  • Volume
    1
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    701
  • 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, Box-Jenkins, errors-in-variables, etc.), and 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; signal processing; transfer functions; continuous time models; discrete time models; frequency domain analysis; missing data; system identification; transfer function; Continuous time systems; Data communication; Equations; Frequency domain analysis; Laboratories; Least squares methods; System identification; Time measurement; Time series analysis; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.760766
  • Filename
    760766