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Identification of Continuous-Time Models

Johansson, Rolf LU orcid (1994) In IEEE Transactions on Signal Processing 42(4). p.887-897
Abstract
The paper considers the problem of estimation of the transfer function of a continuous-time dynamic system in the presence of colored noise. The author introduces an operator transformation that allows for keeping a continuous-time parametrization whereas the parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm. A comparison is made between the performance of the new method in comparison with a standard identification of an ARMAX-model. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and where it is important to maintain a physical interpretation of the transfer function results
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IEEE Transactions on Signal Processing
volume
42
issue
4
pages
887 - 897
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • scopus:0028407915
ISSN
1053-587X
language
English
LU publication?
yes
id
8dbcb089-8e64-48ef-b071-a7efe6ed4b23 (old id 8496918)
date added to LUP
2016-04-04 12:53:55
date last changed
2021-01-03 10:04:23
@article{8dbcb089-8e64-48ef-b071-a7efe6ed4b23,
  abstract     = {{The paper considers the problem of estimation of the transfer function of a continuous-time dynamic system in the presence of colored noise. The author introduces an operator transformation that allows for keeping a continuous-time parametrization whereas the parameter estimation can be made by means of a discrete-time maximum-likelihood algorithm. A comparison is made between the performance of the new method in comparison with a standard identification of an ARMAX-model. The method is useful in cases where it is important to estimate the coefficients of a continuous-time transfer function and where it is important to maintain a physical interpretation of the transfer function results}},
  author       = {{Johansson, Rolf}},
  issn         = {{1053-587X}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{887--897}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  series       = {{IEEE Transactions on Signal Processing}},
  title        = {{Identification of Continuous-Time Models}},
  volume       = {{42}},
  year         = {{1994}},
}