Exact Identification of Continuous-Time Systems From Sampled Data

DAMIÁN MARELLI; MINYUE FU

Honolulu

Conferencia; IEEE Conference on on Acoustics, Speech, and Signal Processing (ICASSP); 2007

Institute of Electrical and Electronics Engineers (IEEE)

Both direct and indirect methods exist for continuous-timesystem identification. A direct method estimates continuous-time input and output signals from their samples and then usethem to obtain a continuous-time model, whereas an indirectmethod estimates a discrete-time model first. Both methodsrely on fast sampling to ensure good accuracy. In this paper,we propose a more direct method where a continuous-timemodel is directly fitted to the available samples. This methodproduces an exact model asymptotically, modulo some alias-ing ambiguity, even when the sampling rate is relatively low.