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Bias Compensated Least Squares Estimation of Continuous Time Output Error Models in the Case of Stochastic Sampling 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.
2006 (English)In: Proceedings of the 14th IFAC Symposium on System Identification, 2006, 612-617 p.Conference paper, Published paper (Refereed)
Abstract [en]

This work investigates how stochastic unmeasureable sampling jitternoise affects the result of system identification, and proposes a modification ofknown approaches to mitigate the effects of sampling jitter. By just assumingconventional additive measurement noise, the analysis shows that the identifiedmodel will get a bias in the transfer function amplitude that increases for higherfrequencies. A frequency domain approach with a continuous time system modelallows an analysis framework for sampling jitter noise. This leads to a biascompensated (weighted) least squares algorithm. A continuous time output errormodel is used for numerical illustration.

Place, publisher, year, edition, pages
2006. 612-617 p.
Keyword [en]
System identification, Stochastic systems, Least-squares estimation, Maximum likelihood, Frequency domain
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36628DOI: 10.3182/20060329-3-AU-2901.00094Local ID: 31929ISBN: 978-3-902661-02-9 (print)OAI: oai:DiVA.org:liu-36628DiVA: diva2:257477
Conference
14th IFAC Symposium on System Identification, Newcastle, Australia, March, 2006
Note

elektronisk proceedings

Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-02-25

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Publisher's full texthttp://www.control.isy.liu.se/publications/doc?id=1892

Authority records BETA

Eng, FridaGustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf