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System Identification using Measurements Subject to Stochastic Time Jitter
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2005 (English)In: Proceedings of the 16th IFAC World Congress, 2005, 197-197 p.Conference paper, Published paper (Refereed)
Abstract [en]

When the sensors readings are perturbed by an unknown stochastic time jitter, classical system identification algorithms based on additive amplitude perturbations will give biased estimates. We here outline the maximum likelihood procedure, for the case of both time and amplitude noise, in the frequency domain, based on the measurement DFT. The method directly applies to output error continuous time models, while a simple sinusoid in noise example is used to illustrate the bias removal of the proposed method.

Place, publisher, year, edition, pages
2005. 197-197 p.
Keyword [en]
System identification, Nonuniform jitter sampling, Frequency domain
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36622DOI: 10.3182/20050703-6-CZ-1902.00198Local ID: 31886ISBN: 978-3-902661-75-3 (print)OAI: oai:DiVA.org:liu-36622DiVA: diva2:257471
Conference
16th IFAC World Congress, Prague, Czech Republic, July, 2005
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-03-24

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Eng, FridaGustafsson, Fredrik

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