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The effects of rapid sampling in system identification
Department of Electrical Engineering, Linköping University. (Automatic Control)ORCID iD: 0000-0002-1927-1690
1990 (English)In: Automatica, ISSN 0005-1098, Vol. 26, no 1, 167-170 p.Article in journal (Refereed) Published
Abstract [en]

This paper deals with the effects of rapid sampling in system identification. In continuous time, noise models of non-zero relative degree imply that one has to differentiate the measured data to find the prediction error parameter estimate. This problem can be avoided by using noise models of relative degree zero or by introducing prefilters. The corresponding difficulty for the discrete time case is less obvious. However, by linking the discrete time and continuous time parameter estimation problem, we show that the same problem arises for rapid sampled systems.

Place, publisher, year, edition, pages
1990. Vol. 26, no 1, 167-170 p.
Keyword [en]
(Rapid sampling), Parameter estimation, Sampled data systems, Statistics, Stochastic systems, System identification, Control Systems, Adaptive, Control Systems, Sampled Data, Control Systems, Stochastic, Control Systems--Estimation, Rapid Sampling, Systems Science and Cybernetics
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-55443DOI: 10.1016/0005-1098(90)90167-GISI: A1990CZ88400016OAI: diva2:471578
QC 20120104Available from: 2012-01-02 Created: 2012-01-02 Last updated: 2013-09-05Bibliographically approved

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Wahlberg, Bo
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