Continuous-time noise modelling from sampled data

Conference Record - IEEE Instrumentation and Measurement Technology Conference

Volumn , Issue , 2006, Pages 1010-1014

  Pintelon, R ^a   Schoukens, J ^a   Guillaume, P ^a  

^a VRIJE UNIVERSITEIT BRUSSEL   (Belgium)

Author keywords

Continuous time; Noise models; System identification

Indexed keywords

IDENTIFICATION (CONTROL SYSTEMS); MATHEMATICAL MODELS; RESISTORS;

NOISE MODELS;

SPURIOUS SIGNAL NOISE;

EID: 36048991782     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2006.237110     Document Type: Conference Paper

References (18)

1. K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York, 1970.
2. A. M. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York, 1970.
3. G. E. P. Box, and G. M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, Oakland, 1970.
4. E. J. Hannan and M. Deistler, Linear Systems, Wiley, New York, 1988.
5. T. Söderström and P. Stoica, System Identification, Prentice-Hall, Englewood Cliffs, 1989.
6. L. Ljung, System Identification: Theory for the User. Upper Saddle River, USA: Prentice Hall, 1999.
7. R. H. Middleton and G. C. Goodwin, Digital Control and Estimation, Prentice-Hall, London, 1990.
8. B. Cauberghe, P. Guillaume, P. Verboven, and E. Parloo, "Identification of modal parameters including unmeasured forces and transient effects," Journ. of Sound and Vibration, vol. 265, no. 3, pp. 609-625, 2003.
9. H. Fan, T. Söderström, M. Mossberg, B. Carlsson B, Y. J. Zou, "Estimation of continuous-time AR process parameters from discrete-time data," IEEE Trans. Sign. Proc., vol. 47, no. 5, pp. 1232-1244, 1999.
10. M. S. Phadke, S. M. Wu, "Modeling of continuous-time stochastic processes from discrete observations with application to sunspots data," Journal of the American Statistical Association, vol. 69, no. 346, pp. 325-329. 1974.
11. A. R. Bergström, Continuous Time Econometric Modeling. Oxford, U.K.: Oxford Univ. Press, 1990.
12. R. Pintelon, and J. Schoukens, "Box-Jenkins identification revisited - part I: theory", Automatica, 2005, accepted.
13. J. Gillberg, and L. Ljung, "Frequency-domain identification of continuous-time ARMA models from sampled data," Proceedings of the 16th IFAC World Congress, Prague (Czec Republic), July 4-8, 2005.
14. R. Pintelon, and J. Schoukens, System Identification: A. Frequency Domain Approach. Piscataway, USA: IEEE Press, 2001.
15. Pintelon R., J. Schoukens, L. Pauwels, and E. Van Gheem, "Diffusion systems: stability, modeling and identification," IEEE Trans. Instrum. Meas., vol. 54, no. 5, pp. 2061-2067, 2005.
16. Pintelon, R., P. Guillaume, and J. Schoukens, "Multivariable frequency domain Box-Jenkins identification," 14th IFAC Symposium on System Identification (Sysid 06), New Castle (Australia), 2006, submitted.
17. Fletcher, R., Practical Methods of Optimization (2nd ed.). Wiley, New York, 1991.
18. Pintelon, R. and I. Kollár, "On the frequency scaling in continuous-time modeling," IEEE Trans. Instrum. Meas., vol. 53, no. 5, pp., pp. 318-321,2005.