14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper WeA3.2

Gillberg, Jonas (Linköping Univ.), Ljung, Lennart (Linkoping Univ.)

Frequency-Domain Identification of Continuous-Time Output Error Models from Non-Uniformly Sampled Data

Scheduled for presentation during the Invited Session "Continuous-Time System Identification I" (WeA3), Wednesday, March 29, 2006, 10:50−11:10, Hunter Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 17, 2018

Keywords Continuous Time System Estimation, Frequency Domain Identification, Maximum Likelihood Methods


This paper treats the identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time and frequency domains. The time domain approach however, becomes somewhat complex, especially for non-uniformly sampled data. In this paper we assume that the system input is a zero order hold signal and that the sampling rate is so high that for high frequencies the system behaves as a set of integrators. The conclusion is that if the system has relative degree $ell$ then the output should be interpolated using an $ell$ order polynomial spline function.