14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper ThA2.5

Gustafsson, Fredrik (Linköping Univ.), Eng, Frida (Linköping Univ.)

Bias Compensated Least Squares Estimation of Continuous Time Output Error Models in the Case of Stochastic Sampling Time Jitter

Scheduled for presentation during the Regular Session "Identification of Linear Systems II" (ThA2), Thursday, March 30, 2006, 11:50−12:10, Banquet Room

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

This information is tentative and subject to change. Compiled on September 24, 2018

Keywords Frequency Domain Identification, Continuous Time System Estimation


This work investigates how stochastic unmeasureable sampling jitter noise affects the result of system identification, and proposes a modification of known approaches to mitigate the effects of sampling jitter. By just assuming conventional additive measurement noise, the analysis shows that the identified model will get a bias in the transfer function amplitude that increases for higher frequencies. A frequency domain approach with a continuous time system model allows an analysis framework for sampling jitter noise. This leads to a bias compensated (weighted) least squares algorithm. A continuous time output error model is used for numerical illustration.