Permissible time variation of a model of a linear system identified from noisy output data

The system time-varying weighting function is approximated by a grid of sample estimates. The estimates yield an output differing from the signal component of the system output by a distortion component. An implicit formulation is given of the minimum sample spacing in the real-time dimension for which the expected value of the mean distortion power (on a normalised basis) is less than a specified value.