Talks given at NuHAG events

A Continuous-Time System Identification Method for Slowly Sampled Data

  Damian Marelli
    Acoustics Research Institute, Austrian Academy of Sciences.

  given at  strobl07 (17.06.07)
  id:  828
  length:  min
  status:  accepted
  type:  poster
Both direct and indirect methods exist for continuous-time system identification. A direct method estimates continuous-time input and output signals from their samples and then use them to obtain a continuous-time model, whereas an indirect method estimates a discrete-time model first. Both methods rely on fast sampling to ensure good accuracy. In this presentation, we propose a more direct method where a continuous-time model is directly fitted to the available samples. This method produces an exact model asymptotically, modulo some aliasing ambiguity, even when the sampling rate is relatively low.

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