Continuous-time model identification from sampled data: Implementation issues and performance evaluation (Q4459059)

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scientific article; zbMATH DE number 2062183
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    Continuous-time model identification from sampled data: Implementation issues and performance evaluation
    scientific article; zbMATH DE number 2062183

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      Continuous-time model identification from sampled data: Implementation issues and performance evaluation (English)
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      25 March 2004
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      system identification
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      The paper is devoted to the equation error methods that fit continuous-time transfer function models to discrete-time data. Recently they have been included in the CONTSID (Continuous-Time System Identifications) Matlab toolbox. An overview of the methods is given in the paper. The implementation issues are considered. The performances of the methods are studied and evaluated on the base of Monte Carlo simulations. The sensitivity of each approach to the design parameters, sampling period, signal-to-noise ratio, noise power spectral density and type of input signal is studied. The effectiveness of the CONTSID toolbox techniques is briefly compared with indirect methods in which discrete-time models are first estimated and then transformed into continuous-time models. The paper does not consider iterative or recursive algorithms for continuous-time transfer function model identification.
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