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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.
2004 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2004. , 12 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2632
Keyword [en]
System identification, Nonuniform jitter sampling, Frequency domain
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56000ISRN: LiTH-ISY-R-2632OAI: oai:DiVA.org:liu-56000DiVA: diva2:316735
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-07-28Bibliographically approved

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Eng, FridaGustafsson, Fredrik

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CiteExportLink to record
Permanent link

Direct link
Cite
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