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Identification with 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)Report (Other academic)
Abstract [en]

This work investigates how stochastic sampling jitter noise affects the result of system identification, and proposes a modification of known approaches to mitigate the effects of sampling jitter, when the jitter is unknown and not directly measurable. By just assuming conventional additive measurement noise, the analysis shows that the identified model will get a bias in the transfer function amplitude that increases for higher frequencies. A frequency domain approach with a continuous-time model allows an analysis framework for sampling jitter noise. The bias and covariance in the frequency domain model are derived. These are used in bias compensated (weighted) least squares algorithms, and by asymptotic arguments this leads to a maximum likelihood algorithm. Continuous-time output error models are used for numerical illustrations.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2006. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2757
Keyword [en]
Non-uniform sampling, Sampling jitter, System identification, Stochastic systems, Maximum likelihood, Least squares estimation, Frequency domain, Parametric model
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56110ISRN: LiTH-ISY-R-2757OAI: oai:DiVA.org:liu-56110DiVA: diva2:316820
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-06-26Bibliographically 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